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 | 0,55% | 1,79 CHF | 1,80 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 547 139 CHF | 183 380 CHF | 99,43% | 99,43% |
19/11/2024 | 0,56% | 1,77 CHF | 1,78 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 537 497 CHF | 180 166 CHF | 99,42% | 99,42% |
18/11/2024 | 0,56% | 1,81 CHF | 1,82 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 532 679 CHF | 178 560 CHF | 97,68% | 97,68% |
15/11/2024 | 0,54% | 1,77 CHF | 1,78 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 554 022 CHF | 185 674 CHF | 99,43% | 99,43% |
14/11/2024 | 0,51% | 1,94 CHF | 1,95 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 592 051 CHF | 198 350 CHF | 99,43% | 99,43% |
13/11/2024 | 0,49% | 1,95 CHF | 1,96 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 615 987 CHF | 206 329 CHF | 94,79% | 94,79% |
12/11/2024 | 0,46% | 2,04 CHF | 2,05 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 653 644 CHF | 218 881 CHF | 96,76% | 96,76% |
11/11/2024 | 0,42% | 2,26 CHF | 2,27 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 710 026 CHF | 237 675 CHF | 99,44% | 99,44% |
08/11/2024 | 0,41% | 2,45 CHF | 2,46 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 729 181 CHF | 244 060 CHF | 90,73% | 90,73% |
07/11/2024 | 0,41% | 2,44 CHF | 2,45 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 734 484 CHF | 245 828 CHF | 98,67% | 98,67% |