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 | 0,53% | 1,91 CHF | 1,92 CHF | 300 000 | 50 000 | 300 000 | 50 000 | 567 984 CHF | 95 164 CHF | 99,16% | 99,16% |
19/11/2024 | 0,51% | 1,85 CHF | 1,86 CHF | 300 000 | 50 000 | 300 000 | 50 000 | 587 580 CHF | 98 430 CHF | 96,62% | 96,62% |
18/11/2024 | 0,47% | 2,14 CHF | 2,15 CHF | 300 000 | 50 000 | 300 000 | 69 566 | 634 999 CHF | 147 855 CHF | 99,23% | 99,23% |
15/11/2024 | 0,47% | 2,11 CHF | 2,12 CHF | 300 000 | 75 000 | 300 000 | 75 000 | 636 149 CHF | 159 787 CHF | 99,17% | 99,17% |
14/11/2024 | 0,46% | 2,19 CHF | 2,20 CHF | 300 000 | 75 000 | 300 000 | 75 000 | 651 928 CHF | 163 732 CHF | 99,15% | 99,15% |
13/11/2024 | 0,47% | 2,16 CHF | 2,17 CHF | 300 000 | 75 000 | 300 000 | 75 000 | 635 004 CHF | 159 501 CHF | 99,16% | 99,16% |
12/11/2024 | 0,44% | 2,24 CHF | 2,25 CHF | 300 000 | 75 000 | 300 000 | 75 000 | 684 940 CHF | 171 985 CHF | 99,17% | 99,17% |
11/11/2024 | 0,42% | 2,33 CHF | 2,34 CHF | 300 000 | 75 000 | 300 000 | 75 000 | 713 700 CHF | 179 175 CHF | 99,16% | 99,16% |
08/11/2024 | 0,44% | 2,30 CHF | 2,31 CHF | 300 000 | 75 000 | 300 000 | 75 000 | 684 635 CHF | 171 909 CHF | 99,17% | 99,17% |
07/11/2024 | 0,43% | 2,26 CHF | 2,27 CHF | 300 000 | 75 000 | 300 000 | 75 000 | 694 704 CHF | 174 426 CHF | 98,19% | 98,19% |