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 | 0,54% | 1,98 CHF | 1,99 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 558 425 CHF | 561 425 CHF | 97,89% | 97,89% |
19/11/2024 | 0,50% | 2,00 CHF | 2,01 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 597 965 CHF | 600 965 CHF | 99,83% | 99,83% |
18/11/2024 | 0,55% | 1,77 CHF | 1,78 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 545 482 CHF | 548 482 CHF | 98,78% | 98,78% |
15/11/2024 | 0,58% | 1,82 CHF | 1,83 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 511 916 CHF | 514 916 CHF | 99,92% | 99,92% |
14/11/2024 | 0,64% | 1,44 CHF | 1,45 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 472 353 CHF | 475 353 CHF | 98,26% | 98,26% |
13/11/2024 | 0,59% | 1,66 CHF | 1,67 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 505 362 CHF | 508 362 CHF | 99,60% | 99,60% |
12/11/2024 | 0,69% | 1,64 CHF | 1,65 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 435 087 CHF | 438 087 CHF | 100,00% | 100,00% |
11/11/2024 | 0,84% | 1,20 CHF | 1,21 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 355 418 CHF | 358 418 CHF | 100,00% | 100,00% |
08/11/2024 | 0,72% | 1,42 CHF | 1,43 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 416 039 CHF | 419 039 CHF | 84,82% | 84,82% |
07/11/2024 | 0,88% | 1,17 CHF | 1,18 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 339 143 CHF | 342 143 CHF | 100,00% | 100,00% |