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 | 0,58% | 1,77 CHF | 1,78 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 519 098 CHF | 174 033 CHF | 99,35% | 99,35% |
19/11/2024 | 0,58% | 1,75 CHF | 1,76 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 520 214 CHF | 174 405 CHF | 99,35% | 99,35% |
18/11/2024 | 0,57% | 1,76 CHF | 1,77 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 521 467 CHF | 174 822 CHF | 94,02% | 94,02% |
15/11/2024 | 0,53% | 1,82 CHF | 1,83 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 567 563 CHF | 190 188 CHF | 99,36% | 99,36% |
14/11/2024 | 0,51% | 1,92 CHF | 1,93 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 584 912 CHF | 195 971 CHF | 99,35% | 99,35% |
13/11/2024 | 0,50% | 1,95 CHF | 1,96 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 599 330 CHF | 200 777 CHF | 93,38% | 93,38% |
12/11/2024 | 0,47% | 2,10 CHF | 2,11 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 640 753 CHF | 214 584 CHF | 96,86% | 96,86% |
11/11/2024 | 0,47% | 2,19 CHF | 2,20 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 635 156 CHF | 212 719 CHF | 99,37% | 99,37% |
08/11/2024 | 0,47% | 2,06 CHF | 2,07 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 636 057 CHF | 213 019 CHF | 89,76% | 89,76% |
07/11/2024 | 0,51% | 2,10 CHF | 2,11 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 591 882 CHF | 198 294 CHF | 88,27% | 88,27% |