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 | 0,50% | 1,98 CHF | 1,99 CHF | 450 000 | 150 000 | 445 205 | 148 402 | 891 854 CHF | 298 769 CHF | 99,20% | 99,20% |
19/11/2024 | 0,53% | 1,96 CHF | 1,97 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 854 030 CHF | 286 177 CHF | 98,88% | 98,88% |
18/11/2024 | 0,53% | 1,92 CHF | 1,93 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 842 120 CHF | 282 207 CHF | 99,66% | 99,66% |
15/11/2024 | 0,49% | 1,91 CHF | 1,92 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 918 778 CHF | 307 759 CHF | 99,37% | 99,37% |
14/11/2024 | 0,47% | 2,14 CHF | 2,15 CHF | 450 000 | 150 000 | 444 792 | 148 264 | 950 571 CHF | 318 340 CHF | 98,20% | 98,20% |
13/11/2024 | 0,46% | 2,09 CHF | 2,10 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 980 117 CHF | 328 206 CHF | 95,24% | 95,24% |
12/11/2024 | 0,45% | 2,21 CHF | 2,22 CHF | 450 000 | 150 000 | 448 531 | 149 510 | 999 999 CHF | 334 828 CHF | 99,38% | 99,38% |
11/11/2024 | 0,42% | 2,29 CHF | 2,30 CHF | 450 000 | 150 000 | 448 367 | 149 456 | 1 061 550 CHF | 355 343 CHF | 99,41% | 99,41% |
08/11/2024 | 0,41% | 2,36 CHF | 2,37 CHF | 450 000 | 150 000 | 449 797 | 149 932 | 1 100 820 CHF | 368 440 CHF | 99,35% | 99,35% |
07/11/2024 | 0,46% | 2,52 CHF | 2,53 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 989 423 CHF | 331 308 CHF | 98,59% | 98,59% |