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% | 1,66 CHF | 1,67 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 464 648 CHF | 467 148 CHF | 100,00% | 100,00% |
19/11/2024 | 0,64% | 1,69 CHF | 1,70 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 391 519 CHF | 394 019 CHF | 86,95% | 86,95% |
18/11/2024 | 0,50% | 1,99 CHF | 2,00 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 495 480 CHF | 497 980 CHF | 99,95% | 99,95% |
15/11/2024 | 0,48% | 2,03 CHF | 2,04 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 525 417 CHF | 527 917 CHF | 100,00% | 100,00% |
14/11/2024 | 0,47% | 2,16 CHF | 2,17 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 526 796 CHF | 529 296 CHF | 100,00% | 100,00% |
13/11/2024 | 0,60% | 1,60 CHF | 1,61 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 419 160 CHF | 421 660 CHF | 100,00% | 100,00% |
12/11/2024 | 0,47% | 1,72 CHF | 1,73 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 533 285 CHF | 535 785 CHF | 99,98% | 99,98% |
11/11/2024 | 0,39% | 2,56 CHF | 2,57 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 644 227 CHF | 646 727 CHF | 100,00% | 100,00% |
08/11/2024 | 0,47% | 2,08 CHF | 2,09 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 527 495 CHF | 529 995 CHF | 90,07% | 90,07% |
07/11/2024 | 0,44% | 2,43 CHF | 2,44 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 573 156 CHF | 575 656 CHF | 96,33% | 96,33% |