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 | 0,53% | 1,89 CHF | 1,90 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 565 368 CHF | 568 368 CHF | 99,81% | 99,81% |
19/11/2024 | 0,54% | 1,85 CHF | 1,86 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 558 022 CHF | 561 022 CHF | 99,72% | 99,72% |
18/11/2024 | 0,52% | 1,89 CHF | 1,90 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 570 218 CHF | 573 218 CHF | 99,71% | 99,71% |
15/11/2024 | 0,52% | 1,91 CHF | 1,92 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 574 120 CHF | 577 120 CHF | 99,81% | 99,81% |
14/11/2024 | 0,52% | 1,91 CHF | 1,92 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 577 104 CHF | 580 104 CHF | 99,81% | 99,81% |
13/11/2024 | 0,54% | 1,87 CHF | 1,88 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 558 429 CHF | 561 429 CHF | 99,81% | 99,81% |
12/11/2024 | 0,54% | 1,85 CHF | 1,86 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 555 020 CHF | 558 020 CHF | 99,51% | 99,51% |
11/11/2024 | 0,55% | 1,83 CHF | 1,84 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 548 060 CHF | 551 060 CHF | 99,72% | 99,72% |
08/11/2024 | 0,57% | 1,77 CHF | 1,78 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 526 604 CHF | 529 604 CHF | 99,81% | 99,81% |
07/11/2024 | 0,56% | 1,76 CHF | 1,77 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 534 229 CHF | 537 229 CHF | 95,70% | 95,70% |