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 | 0,66% | 1,52 CHF | 1,53 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 912 996 CHF | 306 332 CHF | 98,92% | 98,92% |
19/11/2024 | 0,64% | 1,53 CHF | 1,54 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 931 436 CHF | 312 479 CHF | 90,32% | 90,32% |
18/11/2024 | 0,62% | 1,62 CHF | 1,63 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 971 084 CHF | 325 695 CHF | 97,03% | 97,03% |
15/11/2024 | 0,61% | 1,63 CHF | 1,64 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 979 522 CHF | 328 507 CHF | 98,92% | 98,92% |
14/11/2024 | 0,61% | 1,64 CHF | 1,65 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 985 540 CHF | 330 513 CHF | 98,93% | 98,93% |
13/11/2024 | 0,61% | 1,64 CHF | 1,65 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 982 494 CHF | 329 498 CHF | 96,38% | 96,38% |
12/11/2024 | 0,61% | 1,64 CHF | 1,65 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 978 428 CHF | 328 143 CHF | 96,44% | 96,44% |
11/11/2024 | 0,61% | 1,63 CHF | 1,64 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 973 950 CHF | 326 650 CHF | 98,86% | 98,86% |
08/11/2024 | 0,62% | 1,62 CHF | 1,63 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 970 185 CHF | 325 395 CHF | 98,90% | 98,90% |
07/11/2024 | 0,62% | 1,61 CHF | 1,62 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 962 710 CHF | 322 903 CHF | 98,22% | 98,22% |