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 | 0,54% | 1,83 CHF | 1,84 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 835 210 CHF | 279 903 CHF | 99,03% | 99,03% |
19/11/2024 | 0,57% | 1,82 CHF | 1,83 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 788 207 CHF | 264 236 CHF | 98,89% | 98,89% |
18/11/2024 | 0,58% | 1,78 CHF | 1,79 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 776 576 CHF | 260 359 CHF | 99,24% | 99,24% |
15/11/2024 | 0,53% | 1,76 CHF | 1,77 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 852 640 CHF | 285 713 CHF | 99,36% | 99,36% |
14/11/2024 | 0,50% | 1,99 CHF | 2,00 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 895 287 CHF | 299 929 CHF | 98,08% | 98,08% |
13/11/2024 | 0,49% | 1,95 CHF | 1,96 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 914 853 CHF | 306 451 CHF | 95,27% | 95,27% |
12/11/2024 | 0,48% | 2,07 CHF | 2,08 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 937 810 CHF | 314 103 CHF | 99,38% | 99,38% |
11/11/2024 | 0,45% | 2,14 CHF | 2,15 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 999 995 CHF | 334 832 CHF | 99,38% | 99,38% |
08/11/2024 | 0,43% | 2,22 CHF | 2,23 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 1 036 420 CHF | 346 974 CHF | 99,38% | 99,38% |
07/11/2024 | 0,49% | 2,38 CHF | 2,39 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 924 261 CHF | 309 587 CHF | 98,56% | 98,56% |