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 | 0,68% | 1,47 CHF | 1,48 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 439 267 CHF | 442 267 CHF | 100,00% | 100,00% |
19/11/2024 | 0,69% | 1,43 CHF | 1,44 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 431 842 CHF | 434 842 CHF | 99,66% | 99,66% |
18/11/2024 | 0,67% | 1,47 CHF | 1,48 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 444 091 CHF | 447 091 CHF | 100,00% | 100,00% |
15/11/2024 | 0,67% | 1,49 CHF | 1,50 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 448 127 CHF | 451 127 CHF | 98,67% | 98,67% |
14/11/2024 | 0,66% | 1,49 CHF | 1,50 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 451 164 CHF | 454 164 CHF | 99,79% | 99,79% |
13/11/2024 | 0,69% | 1,45 CHF | 1,46 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 432 866 CHF | 435 866 CHF | 100,00% | 100,00% |
12/11/2024 | 0,70% | 1,43 CHF | 1,44 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 429 334 CHF | 432 334 CHF | 100,00% | 100,00% |
11/11/2024 | 0,71% | 1,42 CHF | 1,43 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 422 591 CHF | 425 591 CHF | 100,00% | 100,00% |
08/11/2024 | 0,74% | 1,36 CHF | 1,37 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 401 219 CHF | 404 219 CHF | 100,00% | 100,00% |
07/11/2024 | 0,73% | 1,34 CHF | 1,35 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 409 357 CHF | 412 357 CHF | 100,00% | 100,00% |