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 | 0,50% | 2,17 CHF | 2,18 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 497 790 CHF | 500 290 CHF | 100,00% | 100,00% |
19/11/2024 | 0,44% | 2,16 CHF | 2,17 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 567 757 CHF | 570 257 CHF | 86,95% | 86,95% |
18/11/2024 | 0,53% | 1,87 CHF | 1,88 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 469 778 CHF | 472 278 CHF | 99,95% | 99,95% |
15/11/2024 | 0,56% | 1,83 CHF | 1,84 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 442 695 CHF | 445 195 CHF | 100,00% | 100,00% |
14/11/2024 | 0,57% | 1,71 CHF | 1,72 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 440 139 CHF | 442 639 CHF | 100,00% | 100,00% |
13/11/2024 | 0,46% | 2,24 CHF | 2,25 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 543 829 CHF | 546 329 CHF | 100,00% | 100,00% |
12/11/2024 | 0,58% | 2,13 CHF | 2,14 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 433 270 CHF | 435 770 CHF | 99,98% | 99,98% |
11/11/2024 | 0,76% | 1,33 CHF | 1,34 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 328 619 CHF | 331 119 CHF | 100,00% | 100,00% |
08/11/2024 | 0,57% | 1,80 CHF | 1,81 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 441 835 CHF | 444 335 CHF | 90,07% | 90,07% |
07/11/2024 | 0,62% | 1,48 CHF | 1,49 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 402 324 CHF | 404 824 CHF | 96,19% | 96,19% |