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 | 0,74% | 1,37 CHF | 1,38 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 406 373 CHF | 409 373 CHF | 100,00% | 100,00% |
19/11/2024 | 0,73% | 1,34 CHF | 1,35 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 406 862 CHF | 409 862 CHF | 100,00% | 100,00% |
18/11/2024 | 0,71% | 1,37 CHF | 1,38 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 419 486 CHF | 422 486 CHF | 100,00% | 100,00% |
15/11/2024 | 0,72% | 1,39 CHF | 1,40 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 417 780 CHF | 420 780 CHF | 100,00% | 100,00% |
14/11/2024 | 0,71% | 1,39 CHF | 1,40 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 420 136 CHF | 423 136 CHF | 99,79% | 99,79% |
13/11/2024 | 0,74% | 1,37 CHF | 1,38 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 401 934 CHF | 404 934 CHF | 100,00% | 100,00% |
12/11/2024 | 0,76% | 1,32 CHF | 1,33 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 395 555 CHF | 398 555 CHF | 100,00% | 100,00% |
11/11/2024 | 0,77% | 1,29 CHF | 1,30 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 386 145 CHF | 389 145 CHF | 100,00% | 100,00% |
08/11/2024 | 0,81% | 1,27 CHF | 1,28 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 369 844 CHF | 372 844 CHF | 100,00% | 100,00% |
07/11/2024 | 0,81% | 1,20 CHF | 1,21 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 367 810 CHF | 370 810 CHF | 100,00% | 100,00% |