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 | 0,56% | 1,70 CHF | 1,71 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 075 620 CHF | 360 542 CHF | 97,44% | 97,44% |
19/11/2024 | 0,58% | 1,72 CHF | 1,73 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 032 280 CHF | 346 093 CHF | 99,12% | 99,12% |
18/11/2024 | 0,64% | 1,65 CHF | 1,66 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 931 675 CHF | 312 558 CHF | 98,59% | 98,59% |
15/11/2024 | 0,76% | 1,38 CHF | 1,39 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 789 507 CHF | 265 169 CHF | 96,17% | 96,17% |
14/11/2024 | 0,70% | 1,26 CHF | 1,27 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 857 670 CHF | 287 890 CHF | 96,69% | 96,69% |
13/11/2024 | 0,61% | 1,69 CHF | 1,70 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 989 417 CHF | 331 806 CHF | 97,55% | 97,55% |
12/11/2024 | 0,58% | 1,55 CHF | 1,56 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 040 630 CHF | 348 877 CHF | 87,56% | 87,56% |
11/11/2024 | 0,63% | 1,68 CHF | 1,69 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 950 491 CHF | 318 830 CHF | 96,76% | 96,76% |
08/11/2024 | 0,96% | 1,13 CHF | 1,14 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 622 736 CHF | 209 579 CHF | 98,92% | 98,92% |
07/11/2024 | 1,06% | 1,01 CHF | 1,02 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 845 840 CHF | 284 947 CHF | 98,00% | 98,00% |