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 | 0,62% | 1,80 CHF | 1,81 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 406 212 CHF | 408 712 CHF | 100,00% | 100,00% |
19/11/2024 | 0,54% | 1,79 CHF | 1,80 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 467 497 CHF | 469 997 CHF | 99,94% | 99,94% |
18/11/2024 | 0,66% | 1,50 CHF | 1,51 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 378 317 CHF | 380 817 CHF | 99,95% | 99,95% |
15/11/2024 | 0,71% | 1,47 CHF | 1,48 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 351 524 CHF | 354 024 CHF | 100,00% | 100,00% |
14/11/2024 | 0,72% | 1,35 CHF | 1,36 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 349 323 CHF | 351 823 CHF | 100,00% | 100,00% |
13/11/2024 | 0,55% | 1,87 CHF | 1,88 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 452 141 CHF | 454 641 CHF | 100,00% | 100,00% |
12/11/2024 | 0,73% | 1,76 CHF | 1,77 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 342 773 CHF | 345 273 CHF | 99,98% | 99,98% |
11/11/2024 | 1,04% | 0,97 CHF | 0,98 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 239 797 CHF | 242 297 CHF | 100,00% | 100,00% |
08/11/2024 | 0,71% | 1,43 CHF | 1,44 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 351 097 CHF | 353 597 CHF | 90,07% | 90,07% |
07/11/2024 | 0,80% | 1,12 CHF | 1,13 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 312 246 CHF | 314 746 CHF | 96,19% | 96,19% |