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 | 0,51% | 1,94 CHF | 1,95 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 886 168 CHF | 296 889 CHF | 99,37% | 99,37% |
19/11/2024 | 0,52% | 1,94 CHF | 1,95 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 857 599 CHF | 287 366 CHF | 99,38% | 99,38% |
18/11/2024 | 0,53% | 1,91 CHF | 1,92 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 849 071 CHF | 284 524 CHF | 99,25% | 99,25% |
15/11/2024 | 0,54% | 1,86 CHF | 1,87 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 833 164 CHF | 279 222 CHF | 98,76% | 98,76% |
14/11/2024 | 0,49% | 1,98 CHF | 1,99 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 915 818 CHF | 306 773 CHF | 99,38% | 99,38% |
13/11/2024 | 0,49% | 2,05 CHF | 2,06 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 907 618 CHF | 304 040 CHF | 99,37% | 99,37% |
12/11/2024 | 0,49% | 2,03 CHF | 2,04 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 915 086 CHF | 306 529 CHF | 99,37% | 99,37% |
11/11/2024 | 0,50% | 2,03 CHF | 2,04 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 902 048 CHF | 302 183 CHF | 99,38% | 99,38% |
08/11/2024 | 0,52% | 1,91 CHF | 1,92 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 855 407 CHF | 286 636 CHF | 99,37% | 99,37% |
07/11/2024 | 0,54% | 1,87 CHF | 1,88 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 838 422 CHF | 280 974 CHF | 98,37% | 98,37% |