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 | 0,52% | 1,89 CHF | 1,90 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 858 462 CHF | 287 654 CHF | 99,42% | 99,42% |
19/11/2024 | 0,55% | 1,87 CHF | 1,88 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 812 779 CHF | 272 426 CHF | 99,31% | 99,31% |
18/11/2024 | 0,56% | 1,83 CHF | 1,84 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 802 234 CHF | 268 911 CHF | 99,39% | 99,39% |
15/11/2024 | 0,51% | 1,82 CHF | 1,83 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 875 740 CHF | 293 413 CHF | 99,38% | 99,38% |
14/11/2024 | 0,49% | 2,04 CHF | 2,05 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 918 394 CHF | 307 631 CHF | 98,34% | 98,34% |
13/11/2024 | 0,48% | 2,00 CHF | 2,01 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 937 924 CHF | 314 141 CHF | 95,29% | 95,29% |
12/11/2024 | 0,47% | 2,12 CHF | 2,13 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 960 167 CHF | 321 556 CHF | 97,43% | 97,43% |
11/11/2024 | 0,44% | 2,19 CHF | 2,20 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 1 020 600 CHF | 341 701 CHF | 99,37% | 99,37% |
08/11/2024 | 0,42% | 2,27 CHF | 2,28 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 1 058 110 CHF | 354 202 CHF | 97,56% | 97,56% |
07/11/2024 | 0,47% | 2,43 CHF | 2,44 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 950 515 CHF | 318 338 CHF | 98,60% | 98,60% |