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 | 0,61% | 1,64 CHF | 1,65 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 488 796 CHF | 491 796 CHF | 100,00% | 100,00% |
19/11/2024 | 0,62% | 1,60 CHF | 1,61 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 481 985 CHF | 484 985 CHF | 99,66% | 99,66% |
18/11/2024 | 0,60% | 1,64 CHF | 1,65 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 494 401 CHF | 497 401 CHF | 100,00% | 100,00% |
15/11/2024 | 0,60% | 1,66 CHF | 1,67 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 498 317 CHF | 501 317 CHF | 98,67% | 98,67% |
14/11/2024 | 0,60% | 1,66 CHF | 1,67 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 501 288 CHF | 504 288 CHF | 99,79% | 99,79% |
13/11/2024 | 0,62% | 1,62 CHF | 1,63 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 482 495 CHF | 485 495 CHF | 100,00% | 100,00% |
12/11/2024 | 0,62% | 1,60 CHF | 1,61 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 479 349 CHF | 482 349 CHF | 100,00% | 100,00% |
11/11/2024 | 0,63% | 1,58 CHF | 1,59 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 472 380 CHF | 475 380 CHF | 100,00% | 100,00% |
08/11/2024 | 0,66% | 1,52 CHF | 1,53 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 451 222 CHF | 454 222 CHF | 100,00% | 100,00% |
07/11/2024 | 0,65% | 1,50 CHF | 1,51 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 459 179 CHF | 462 179 CHF | 100,00% | 100,00% |