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% | 1,88 CHF | 1,89 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 147 870 CHF | 384 624 CHF | 89,44% | 89,44% |
19/11/2024 | 0,54% | 1,87 CHF | 1,88 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 117 560 CHF | 374 520 CHF | 90,49% | 90,49% |
18/11/2024 | 0,53% | 1,92 CHF | 1,93 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 135 920 CHF | 380 640 CHF | 88,91% | 88,91% |
15/11/2024 | 0,51% | 1,92 CHF | 1,93 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 180 810 CHF | 395 602 CHF | 86,17% | 86,17% |
14/11/2024 | 0,51% | 1,99 CHF | 2,00 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 183 620 CHF | 396 539 CHF | 89,16% | 89,16% |
13/11/2024 | 0,51% | 1,95 CHF | 1,96 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 179 950 CHF | 395 317 CHF | 83,41% | 83,41% |
12/11/2024 | 0,50% | 1,96 CHF | 1,97 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 199 190 CHF | 401 730 CHF | 91,69% | 91,69% |
11/11/2024 | 0,48% | 2,10 CHF | 2,11 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 258 390 CHF | 421 462 CHF | 92,98% | 92,98% |
08/11/2024 | 0,49% | 1,98 CHF | 1,99 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 209 950 CHF | 405 317 CHF | 88,02% | 88,02% |
07/11/2024 | 0,49% | 2,08 CHF | 2,09 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 230 170 CHF | 412 055 CHF | 95,27% | 95,27% |