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% | 1,90 CHF | 1,91 CHF | 300 000 | 50 000 | 300 000 | 50 000 | 599 188 CHF | 100 365 CHF | 99,17% | 99,17% |
19/11/2024 | 0,52% | 1,95 CHF | 1,96 CHF | 300 000 | 50 000 | 300 000 | 50 000 | 574 763 CHF | 96 294 CHF | 99,17% | 99,17% |
18/11/2024 | 0,48% | 2,03 CHF | 2,04 CHF | 300 000 | 50 000 | 300 000 | 50 000 | 628 458 CHF | 105 243 CHF | 99,22% | 99,22% |
15/11/2024 | 0,46% | 2,18 CHF | 2,19 CHF | 300 000 | 50 000 | 300 000 | 50 000 | 650 758 CHF | 108 960 CHF | 99,17% | 99,17% |
14/11/2024 | 0,51% | 1,91 CHF | 1,92 CHF | 300 000 | 50 000 | 300 000 | 50 000 | 583 277 CHF | 97 713 CHF | 99,15% | 99,15% |
13/11/2024 | 0,54% | 1,86 CHF | 1,87 CHF | 300 000 | 50 000 | 300 000 | 50 000 | 557 796 CHF | 93 466 CHF | 99,16% | 99,16% |
12/11/2024 | 0,47% | 1,88 CHF | 1,89 CHF | 300 000 | 50 000 | 300 000 | 50 000 | 634 430 CHF | 106 238 CHF | 99,16% | 99,16% |
11/11/2024 | 0,44% | 2,29 CHF | 2,30 CHF | 300 000 | 50 000 | 300 000 | 50 000 | 681 605 CHF | 114 101 CHF | 99,16% | 99,16% |
08/11/2024 | 0,48% | 2,11 CHF | 2,12 CHF | 300 000 | 50 000 | 300 000 | 50 000 | 619 100 CHF | 103 683 CHF | 99,16% | 99,16% |
07/11/2024 | 0,54% | 1,92 CHF | 1,93 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 558 417 CHF | 187 139 CHF | 98,19% | 98,19% |