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% | 1,97 CHF | 1,98 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 390 774 CHF | 392 791 CHF | 100,00% | 100,00% |
19/11/2024 | 0,66% | 1,96 CHF | 1,98 CHF | 200 000 | 200 000 | 195 491 | 195 491 | 380 519 CHF | 383 025 CHF | 100,00% | 100,00% |
18/11/2024 | 0,54% | 1,84 CHF | 1,85 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 369 404 CHF | 371 404 CHF | 100,00% | 100,00% |
15/11/2024 | 0,54% | 1,89 CHF | 1,90 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 371 016 CHF | 373 016 CHF | 100,00% | 100,00% |
14/11/2024 | 0,54% | 1,81 CHF | 1,82 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 367 323 CHF | 369 323 CHF | 99,50% | 99,50% |
13/11/2024 | 0,53% | 1,89 CHF | 1,90 CHF | 200 000 | 200 000 | 197 471 | 197 471 | 372 133 CHF | 374 110 CHF | 99,32% | 99,32% |
12/11/2024 | 0,54% | 1,88 CHF | 1,89 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 371 118 CHF | 373 118 CHF | 100,00% | 100,00% |
11/11/2024 | 0,56% | 1,80 CHF | 1,81 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 354 474 CHF | 356 474 CHF | 100,00% | 100,00% |
08/11/2024 | 0,56% | 1,80 CHF | 1,81 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 356 463 CHF | 358 463 CHF | 100,00% | 100,00% |
07/11/2024 | 0,59% | 1,76 CHF | 1,77 CHF | 200 000 | 200 000 | 193 515 | 193 515 | 337 209 CHF | 339 168 CHF | 99,13% | 99,13% |