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 | 0,51% | 1,98 CHF | 1,99 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 887 653 CHF | 297 384 CHF | 98,84% | 98,84% |
19/11/2024 | 0,52% | 1,95 CHF | 1,96 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 866 013 CHF | 290 171 CHF | 90,62% | 90,62% |
18/11/2024 | 0,52% | 1,91 CHF | 1,92 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 855 019 CHF | 286 506 CHF | 95,47% | 95,47% |
15/11/2024 | 0,52% | 1,90 CHF | 1,91 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 855 903 CHF | 286 801 CHF | 97,79% | 97,79% |
14/11/2024 | 0,52% | 1,92 CHF | 1,93 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 858 213 CHF | 287 571 CHF | 98,73% | 98,73% |
13/11/2024 | 0,53% | 1,89 CHF | 1,90 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 841 439 CHF | 281 980 CHF | 96,53% | 96,53% |
12/11/2024 | 0,49% | 2,07 CHF | 2,08 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 918 732 CHF | 307 744 CHF | 95,52% | 95,52% |
11/11/2024 | 0,49% | 2,02 CHF | 2,03 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 906 984 CHF | 303 828 CHF | 98,35% | 98,35% |
08/11/2024 | 0,48% | 2,07 CHF | 2,08 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 931 958 CHF | 312 153 CHF | 92,98% | 92,98% |
07/11/2024 | 0,48% | 2,07 CHF | 2,08 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 938 017 CHF | 314 172 CHF | 97,76% | 97,76% |