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% | 1,96 CHF | 1,97 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 599 134 CHF | 200 712 CHF | 99,37% | 99,37% |
19/11/2024 | 0,52% | 1,96 CHF | 1,97 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 573 984 CHF | 192 328 CHF | 99,37% | 99,37% |
18/11/2024 | 0,53% | 1,92 CHF | 1,93 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 564 185 CHF | 189 062 CHF | 99,26% | 99,26% |
15/11/2024 | 0,54% | 1,85 CHF | 1,86 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 549 940 CHF | 184 313 CHF | 98,76% | 98,76% |
14/11/2024 | 0,48% | 2,01 CHF | 2,02 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 624 182 CHF | 209 061 CHF | 99,37% | 99,37% |
13/11/2024 | 0,49% | 2,09 CHF | 2,10 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 616 106 CHF | 206 369 CHF | 99,37% | 99,37% |
12/11/2024 | 0,48% | 2,07 CHF | 2,08 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 622 978 CHF | 208 659 CHF | 99,37% | 99,37% |
11/11/2024 | 0,49% | 2,08 CHF | 2,09 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 611 364 CHF | 204 788 CHF | 99,38% | 99,38% |
08/11/2024 | 0,53% | 1,91 CHF | 1,92 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 569 583 CHF | 190 861 CHF | 99,37% | 99,37% |
07/11/2024 | 0,54% | 1,85 CHF | 1,86 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 555 454 CHF | 186 151 CHF | 98,38% | 98,38% |