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% | 2,06 CHF | 2,07 CHF | 750 000 | 750 000 | 334 557 | 334 557 | 687 591 CHF | 690 943 CHF | 99,90% | 99,90% |
19/11/2024 | 0,50% | 2,03 CHF | 2,04 CHF | 750 000 | 750 000 | 317 232 | 317 232 | 641 113 CHF | 644 293 CHF | 99,88% | 99,88% |
18/11/2024 | 0,49% | 2,03 CHF | 2,04 CHF | 750 000 | 750 000 | 333 989 | 333 989 | 685 018 CHF | 688 362 CHF | 98,23% | 98,23% |
15/11/2024 | 0,50% | 2,07 CHF | 2,08 CHF | 750 000 | 750 000 | 313 750 | 313 750 | 643 291 CHF | 646 433 CHF | 99,71% | 99,71% |
14/11/2024 | 0,51% | 1,98 CHF | 1,99 CHF | 650 000 | 650 000 | 299 608 | 299 608 | 595 915 CHF | 598 916 CHF | 100,00% | 100,00% |
13/11/2024 | 0,52% | 1,96 CHF | 1,97 CHF | 650 000 | 650 000 | 291 019 | 291 019 | 569 089 CHF | 572 005 CHF | 100,00% | 100,00% |
12/11/2024 | 0,52% | 1,96 CHF | 1,97 CHF | 650 000 | 650 000 | 290 415 | 290 415 | 566 489 CHF | 569 399 CHF | 99,90% | 99,90% |
11/11/2024 | 0,54% | 1,93 CHF | 1,94 CHF | 650 000 | 650 000 | 276 705 | 276 705 | 524 830 CHF | 527 602 CHF | 99,90% | 99,90% |
08/11/2024 | 0,56% | 1,85 CHF | 1,86 CHF | 600 000 | 600 000 | 255 801 | 255 801 | 464 273 CHF | 466 836 CHF | 98,91% | 98,91% |
07/11/2024 | 0,58% | 1,77 CHF | 1,78 CHF | 550 000 | 550 000 | 199 525 | 199 525 | 349 465 CHF | 351 463 CHF | 97,44% | 97,44% |