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 | 0,57% | 1,74 CHF | 1,75 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 521 038 CHF | 524 038 CHF | 100,00% | 100,00% |
19/11/2024 | 0,58% | 1,71 CHF | 1,72 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 514 102 CHF | 517 102 CHF | 100,00% | 100,00% |
18/11/2024 | 0,57% | 1,74 CHF | 1,75 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 526 615 CHF | 529 615 CHF | 100,00% | 100,00% |
15/11/2024 | 0,56% | 1,77 CHF | 1,78 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 530 516 CHF | 533 516 CHF | 98,67% | 98,67% |
14/11/2024 | 0,56% | 1,76 CHF | 1,77 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 532 988 CHF | 535 988 CHF | 99,79% | 99,79% |
13/11/2024 | 0,58% | 1,73 CHF | 1,74 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 514 707 CHF | 517 707 CHF | 100,00% | 100,00% |
12/11/2024 | 0,58% | 1,71 CHF | 1,72 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 511 335 CHF | 514 335 CHF | 100,00% | 100,00% |
11/11/2024 | 0,59% | 1,69 CHF | 1,70 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 504 749 CHF | 507 749 CHF | 100,00% | 100,00% |
08/11/2024 | 0,62% | 1,63 CHF | 1,64 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 483 525 CHF | 486 525 CHF | 100,00% | 100,00% |
07/11/2024 | 0,61% | 1,61 CHF | 1,62 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 491 666 CHF | 494 666 CHF | 100,00% | 100,00% |