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 | 0,51% | 1,99 CHF | 2,00 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 590 989 CHF | 197 996 CHF | 99,30% | 99,30% |
19/11/2024 | 0,51% | 1,98 CHF | 1,99 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 588 998 CHF | 197 333 CHF | 98,82% | 98,82% |
18/11/2024 | 0,50% | 1,98 CHF | 1,99 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 593 922 CHF | 198 974 CHF | 97,55% | 97,55% |
15/11/2024 | 0,50% | 1,98 CHF | 1,99 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 593 201 CHF | 198 734 CHF | 99,30% | 99,30% |
14/11/2024 | 0,54% | 1,84 CHF | 1,85 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 557 111 CHF | 186 704 CHF | 99,30% | 99,30% |
13/11/2024 | 0,54% | 1,85 CHF | 1,86 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 552 023 CHF | 185 008 CHF | 96,81% | 96,81% |
12/11/2024 | 0,55% | 1,81 CHF | 1,82 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 540 606 CHF | 181 202 CHF | 96,89% | 96,89% |
11/11/2024 | 0,57% | 1,77 CHF | 1,78 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 529 138 CHF | 177 379 CHF | 98,70% | 98,70% |
08/11/2024 | 0,56% | 1,78 CHF | 1,79 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 529 774 CHF | 177 591 CHF | 93,25% | 93,25% |
07/11/2024 | 0,56% | 1,80 CHF | 1,81 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 538 008 CHF | 180 336 CHF | 98,83% | 98,83% |