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 | 0,48% | 2,18 CHF | 2,19 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 618 422 CHF | 621 422 CHF | 97,88% | 97,88% |
19/11/2024 | 0,46% | 2,20 CHF | 2,21 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 657 854 CHF | 660 854 CHF | 99,83% | 99,83% |
18/11/2024 | 0,49% | 1,97 CHF | 1,98 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 605 483 CHF | 608 483 CHF | 98,77% | 98,77% |
15/11/2024 | 0,52% | 2,02 CHF | 2,03 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 571 900 CHF | 574 900 CHF | 100,00% | 100,00% |
14/11/2024 | 0,56% | 1,64 CHF | 1,65 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 532 210 CHF | 535 210 CHF | 98,26% | 98,26% |
13/11/2024 | 0,53% | 1,85 CHF | 1,86 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 565 267 CHF | 568 267 CHF | 99,60% | 99,60% |
12/11/2024 | 0,61% | 1,84 CHF | 1,85 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 494 827 CHF | 497 827 CHF | 100,00% | 100,00% |
11/11/2024 | 0,72% | 1,40 CHF | 1,41 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 414 862 CHF | 417 862 CHF | 100,00% | 100,00% |
08/11/2024 | 0,63% | 1,62 CHF | 1,63 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 475 645 CHF | 478 645 CHF | 84,82% | 84,82% |
07/11/2024 | 0,75% | 1,37 CHF | 1,38 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 398 502 CHF | 401 502 CHF | 100,00% | 100,00% |