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% | 1,95 CHF | 1,96 CHF | 600 000 | 50 000 | 600 000 | 50 000 | 1 169 540 CHF | 97 962 CHF | 99,17% | 99,17% |
19/11/2024 | 0,52% | 1,94 CHF | 1,95 CHF | 600 000 | 50 000 | 600 000 | 50 000 | 1 150 430 CHF | 96 369 CHF | 99,16% | 99,16% |
18/11/2024 | 0,55% | 1,83 CHF | 1,84 CHF | 600 000 | 50 000 | 600 000 | 50 000 | 1 090 560 CHF | 91 380 CHF | 99,23% | 99,23% |
15/11/2024 | 0,55% | 1,79 CHF | 1,80 CHF | 600 000 | 50 000 | 600 000 | 50 000 | 1 083 330 CHF | 90 777 CHF | 99,17% | 99,17% |
14/11/2024 | 0,52% | 1,94 CHF | 1,95 CHF | 600 000 | 50 000 | 600 000 | 50 000 | 1 145 060 CHF | 95 922 CHF | 99,16% | 99,16% |
13/11/2024 | 0,53% | 1,88 CHF | 1,89 CHF | 600 000 | 50 000 | 600 000 | 50 000 | 1 134 040 CHF | 95 003 CHF | 99,16% | 99,16% |
12/11/2024 | 0,49% | 2,01 CHF | 2,02 CHF | 600 000 | 50 000 | 600 000 | 50 000 | 1 230 040 CHF | 103 003 CHF | 99,16% | 99,16% |
11/11/2024 | 0,46% | 2,13 CHF | 2,14 CHF | 600 000 | 50 000 | 600 000 | 50 000 | 1 287 610 CHF | 107 801 CHF | 99,16% | 99,16% |
08/11/2024 | 0,49% | 2,03 CHF | 2,04 CHF | 600 000 | 50 000 | 600 000 | 50 000 | 1 228 030 CHF | 102 836 CHF | 99,16% | 99,16% |
07/11/2024 | 0,48% | 2,04 CHF | 2,05 CHF | 600 000 | 50 000 | 600 000 | 50 000 | 1 243 660 CHF | 104 138 CHF | 98,26% | 98,26% |