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 | 0,63% | 1,58 CHF | 1,59 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 471 798 CHF | 474 798 CHF | 100,00% | 100,00% |
19/11/2024 | 0,64% | 1,54 CHF | 1,55 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 464 568 CHF | 467 568 CHF | 100,00% | 100,00% |
18/11/2024 | 0,63% | 1,58 CHF | 1,59 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 476 833 CHF | 479 833 CHF | 100,00% | 100,00% |
15/11/2024 | 0,62% | 1,60 CHF | 1,61 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 480 829 CHF | 483 829 CHF | 98,67% | 98,67% |
14/11/2024 | 0,62% | 1,60 CHF | 1,61 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 483 870 CHF | 486 870 CHF | 99,79% | 99,79% |
13/11/2024 | 0,64% | 1,56 CHF | 1,57 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 465 276 CHF | 468 276 CHF | 100,00% | 100,00% |
12/11/2024 | 0,65% | 1,54 CHF | 1,55 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 461 979 CHF | 464 979 CHF | 100,00% | 100,00% |
11/11/2024 | 0,66% | 1,52 CHF | 1,53 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 455 025 CHF | 458 025 CHF | 100,00% | 100,00% |
08/11/2024 | 0,69% | 1,46 CHF | 1,47 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 433 748 CHF | 436 748 CHF | 100,00% | 100,00% |
07/11/2024 | 0,68% | 1,45 CHF | 1,46 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 441 699 CHF | 444 699 CHF | 100,00% | 100,00% |