Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20/11/2024 | 0,52% | 1,89 CHF | 1,90 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 868 744 CHF | 291 081 CHF | 99,03% | 99,03% |
19/11/2024 | 0,52% | 1,92 CHF | 1,93 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 864 954 CHF | 289 818 CHF | 90,21% | 90,21% |
18/11/2024 | 0,47% | 2,07 CHF | 2,08 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 947 828 CHF | 317 443 CHF | 96,66% | 96,66% |
15/11/2024 | 0,46% | 2,16 CHF | 2,17 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 976 154 CHF | 326 885 CHF | 98,41% | 98,41% |
14/11/2024 | 0,45% | 2,18 CHF | 2,19 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 1 009 060 CHF | 337 854 CHF | 98,45% | 98,45% |
13/11/2024 | 0,51% | 1,95 CHF | 1,96 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 878 948 CHF | 294 483 CHF | 96,48% | 96,48% |
12/11/2024 | 0,49% | 1,93 CHF | 1,94 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 916 222 CHF | 306 907 CHF | 95,93% | 95,93% |
11/11/2024 | 0,47% | 2,14 CHF | 2,15 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 964 576 CHF | 323 025 CHF | 98,23% | 98,23% |
08/11/2024 | 0,47% | 2,07 CHF | 2,08 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 946 226 CHF | 316 909 CHF | 93,01% | 93,01% |
07/11/2024 | 0,46% | 2,20 CHF | 2,21 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 966 242 CHF | 323 581 CHF | 98,19% | 98,19% |