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 | 0,48% | 1,97 CHF | 1,98 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 248 620 CHF | 418 207 CHF | 97,71% | 97,71% |
19/11/2024 | 0,50% | 2,00 CHF | 2,01 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 204 140 CHF | 403 380 CHF | 99,19% | 99,19% |
18/11/2024 | 0,54% | 1,94 CHF | 1,95 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 100 110 CHF | 368 703 CHF | 98,59% | 98,59% |
15/11/2024 | 0,63% | 1,66 CHF | 1,67 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 952 678 CHF | 319 559 CHF | 95,65% | 95,65% |
14/11/2024 | 0,59% | 1,53 CHF | 1,54 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 021 690 CHF | 342 565 CHF | 96,61% | 96,61% |
13/11/2024 | 0,52% | 1,97 CHF | 1,98 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 160 070 CHF | 388 691 CHF | 97,50% | 97,50% |
12/11/2024 | 0,50% | 1,83 CHF | 1,84 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 210 690 CHF | 405 564 CHF | 87,89% | 88,09% |
11/11/2024 | 0,53% | 1,97 CHF | 1,98 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 122 570 CHF | 376 190 CHF | 96,75% | 96,75% |
08/11/2024 | 0,78% | 1,39 CHF | 1,40 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 772 698 CHF | 259 566 CHF | 98,60% | 98,60% |
07/11/2024 | 0,85% | 1,25 CHF | 1,26 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 881 820 CHF | 296 440 CHF | 98,17% | 98,17% |