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% | 1,88 CHF | 1,89 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 189 330 CHF | 398 443 CHF | 97,82% | 97,82% |
19/11/2024 | 0,52% | 1,90 CHF | 1,91 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 144 930 CHF | 383 643 CHF | 98,47% | 98,47% |
18/11/2024 | 0,57% | 1,84 CHF | 1,85 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 041 880 CHF | 349 295 CHF | 98,66% | 98,66% |
15/11/2024 | 0,67% | 1,56 CHF | 1,57 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 896 059 CHF | 300 686 CHF | 96,10% | 96,10% |
14/11/2024 | 0,62% | 1,44 CHF | 1,45 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 965 033 CHF | 323 678 CHF | 96,51% | 96,51% |
13/11/2024 | 0,54% | 1,87 CHF | 1,88 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 101 410 CHF | 369 136 CHF | 97,57% | 97,57% |
12/11/2024 | 0,52% | 1,74 CHF | 1,75 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 152 640 CHF | 386 215 CHF | 87,12% | 87,12% |
11/11/2024 | 0,56% | 1,87 CHF | 1,88 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 063 380 CHF | 356 460 CHF | 96,27% | 96,27% |
08/11/2024 | 0,83% | 1,30 CHF | 1,31 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 720 398 CHF | 242 133 CHF | 98,03% | 98,03% |
07/11/2024 | 0,91% | 1,17 CHF | 1,18 CHF | 750 000 | 250 000 | 749 985 | 250 000 | 819 520 CHF | 275 679 CHF | 98,03% | 98,03% |