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 | 500 000 | 100 000 | 500 000 | 100 000 | 673 442 CHF | 135 688 CHF | 99,27% | 99,27% |
19/11/2024 | 0,74% | 1,36 CHF | 1,37 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 675 148 CHF | 136 030 CHF | 99,27% | 99,27% |
18/11/2024 | 0,74% | 1,33 CHF | 1,34 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 675 177 CHF | 136 035 CHF | 99,27% | 99,27% |
15/11/2024 | 0,75% | 1,35 CHF | 1,36 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 667 844 CHF | 134 569 CHF | 99,27% | 99,27% |
14/11/2024 | 0,75% | 1,32 CHF | 1,33 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 662 475 CHF | 133 495 CHF | 99,27% | 99,27% |
13/11/2024 | 0,72% | 1,38 CHF | 1,39 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 687 247 CHF | 138 449 CHF | 99,27% | 99,27% |
12/11/2024 | 0,73% | 1,38 CHF | 1,39 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 680 038 CHF | 137 008 CHF | 99,25% | 99,25% |
11/11/2024 | 0,75% | 1,34 CHF | 1,35 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 665 342 CHF | 134 068 CHF | 99,27% | 99,27% |
08/11/2024 | 0,75% | 1,34 CHF | 1,35 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 661 026 CHF | 133 205 CHF | 99,25% | 99,25% |
07/11/2024 | 0,75% | 1,33 CHF | 1,34 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 666 953 CHF | 134 391 CHF | 1,12% | 1,12% |