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% | 1,75 CHF | 1,76 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 514 264 CHF | 172 421 CHF | 99,36% | 99,36% |
19/11/2024 | 0,58% | 1,73 CHF | 1,74 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 514 943 CHF | 172 648 CHF | 99,34% | 99,34% |
18/11/2024 | 0,58% | 1,75 CHF | 1,76 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 516 638 CHF | 173 213 CHF | 94,08% | 94,08% |
15/11/2024 | 0,53% | 1,80 CHF | 1,81 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 562 773 CHF | 188 591 CHF | 99,35% | 99,35% |
14/11/2024 | 0,52% | 1,91 CHF | 1,92 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 579 966 CHF | 194 322 CHF | 99,35% | 99,35% |
13/11/2024 | 0,50% | 1,94 CHF | 1,95 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 594 814 CHF | 199 271 CHF | 93,56% | 93,56% |
12/11/2024 | 0,47% | 2,09 CHF | 2,10 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 636 174 CHF | 213 058 CHF | 96,76% | 96,76% |
11/11/2024 | 0,47% | 2,17 CHF | 2,18 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 630 384 CHF | 211 128 CHF | 99,37% | 99,37% |
08/11/2024 | 0,47% | 2,05 CHF | 2,06 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 631 196 CHF | 211 399 CHF | 89,76% | 89,76% |
07/11/2024 | 0,51% | 2,08 CHF | 2,09 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 586 909 CHF | 196 636 CHF | 88,27% | 88,27% |