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 | 0,52% | 1,95 CHF | 1,96 CHF | 750 000 | 750 000 | 334 572 | 334 572 | 651 033 CHF | 654 385 CHF | 99,90% | 99,90% |
19/11/2024 | 0,53% | 1,92 CHF | 1,93 CHF | 750 000 | 750 000 | 317 241 | 317 241 | 607 152 CHF | 610 333 CHF | 99,87% | 99,87% |
18/11/2024 | 0,52% | 1,93 CHF | 1,94 CHF | 750 000 | 750 000 | 334 008 | 334 008 | 648 574 CHF | 651 918 CHF | 98,23% | 98,23% |
15/11/2024 | 0,53% | 1,96 CHF | 1,97 CHF | 750 000 | 750 000 | 313 759 | 313 759 | 608 914 CHF | 612 056 CHF | 99,71% | 99,71% |
14/11/2024 | 0,54% | 1,88 CHF | 1,89 CHF | 650 000 | 650 000 | 299 607 | 299 607 | 563 399 CHF | 566 401 CHF | 100,00% | 100,00% |
13/11/2024 | 0,55% | 1,86 CHF | 1,87 CHF | 650 000 | 650 000 | 291 022 | 291 022 | 538 035 CHF | 540 951 CHF | 100,00% | 100,00% |
12/11/2024 | 0,55% | 1,85 CHF | 1,86 CHF | 650 000 | 650 000 | 290 451 | 290 451 | 535 958 CHF | 538 868 CHF | 99,90% | 99,90% |
11/11/2024 | 0,57% | 1,83 CHF | 1,84 CHF | 650 000 | 650 000 | 276 709 | 276 709 | 496 512 CHF | 499 284 CHF | 99,90% | 99,90% |
08/11/2024 | 0,60% | 1,75 CHF | 1,76 CHF | 600 000 | 600 000 | 255 812 | 255 812 | 438 909 CHF | 441 472 CHF | 98,90% | 98,90% |
07/11/2024 | 0,62% | 1,67 CHF | 1,68 CHF | 550 000 | 550 000 | 199 487 | 199 487 | 329 747 CHF | 331 744 CHF | 97,44% | 97,44% |