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 | 300 000 | 100 000 | 300 000 | 100 000 | 575 077 CHF | 192 692 CHF | 99,37% | 99,37% |
19/11/2024 | 0,52% | 1,98 CHF | 1,99 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 570 711 CHF | 191 237 CHF | 96,93% | 96,93% |
18/11/2024 | 0,55% | 1,82 CHF | 1,83 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 547 394 CHF | 183 465 CHF | 95,44% | 95,44% |
15/11/2024 | 0,55% | 1,81 CHF | 1,82 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 546 812 CHF | 183 271 CHF | 99,38% | 99,38% |
14/11/2024 | 0,53% | 1,87 CHF | 1,88 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 567 080 CHF | 190 027 CHF | 99,37% | 99,37% |
13/11/2024 | 0,54% | 1,86 CHF | 1,87 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 556 850 CHF | 186 617 CHF | 92,33% | 92,33% |
12/11/2024 | 0,55% | 1,85 CHF | 1,86 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 543 760 CHF | 182 253 CHF | 96,92% | 96,92% |
11/11/2024 | 0,54% | 1,81 CHF | 1,82 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 551 380 CHF | 184 793 CHF | 97,55% | 97,55% |
08/11/2024 | 0,56% | 1,84 CHF | 1,85 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 533 250 CHF | 178 750 CHF | 93,16% | 93,16% |
07/11/2024 | 0,57% | 1,76 CHF | 1,77 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 524 956 CHF | 175 985 CHF | 98,69% | 98,69% |