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 | 0,61% | 1,53 CHF | 1,54 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 246 335 CHF | 247 835 CHF | 99,17% | 99,17% |
19/11/2024 | 0,66% | 1,51 CHF | 1,52 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 227 004 CHF | 228 504 CHF | 99,16% | 99,16% |
18/11/2024 | 0,59% | 1,74 CHF | 1,75 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 253 134 CHF | 254 634 CHF | 99,22% | 99,22% |
15/11/2024 | 0,55% | 1,69 CHF | 1,70 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 269 906 CHF | 271 406 CHF | 99,16% | 99,16% |
14/11/2024 | 0,52% | 2,06 CHF | 2,07 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 289 296 CHF | 290 796 CHF | 99,03% | 99,03% |
13/11/2024 | 0,55% | 1,85 CHF | 1,86 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 273 213 CHF | 274 713 CHF | 99,16% | 99,16% |
12/11/2024 | 0,49% | 1,87 CHF | 1,88 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 308 479 CHF | 309 979 CHF | 99,16% | 99,16% |
11/11/2024 | 0,43% | 2,31 CHF | 2,32 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 348 647 CHF | 350 147 CHF | 99,16% | 99,16% |
08/11/2024 | 0,47% | 2,08 CHF | 2,09 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 320 288 CHF | 321 788 CHF | 99,17% | 99,17% |
07/11/2024 | 0,42% | 2,34 CHF | 2,35 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 357 957 CHF | 359 457 CHF | 90,59% | 90,59% |