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 | 0,54% | 1,85 CHF | 1,86 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 929 055 CHF | 186 811 CHF | 99,27% | 99,27% |
19/11/2024 | 0,53% | 1,89 CHF | 1,90 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 946 580 CHF | 190 316 CHF | 99,27% | 99,27% |
18/11/2024 | 0,53% | 1,90 CHF | 1,91 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 947 628 CHF | 190 526 CHF | 99,27% | 99,27% |
15/11/2024 | 0,53% | 1,90 CHF | 1,91 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 938 196 CHF | 188 639 CHF | 99,27% | 99,27% |
14/11/2024 | 0,54% | 1,86 CHF | 1,87 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 924 582 CHF | 185 916 CHF | 99,27% | 99,27% |
13/11/2024 | 0,55% | 1,82 CHF | 1,83 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 914 721 CHF | 183 944 CHF | 99,27% | 99,27% |
12/11/2024 | 0,56% | 1,80 CHF | 1,81 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 897 991 CHF | 180 598 CHF | 99,25% | 99,25% |
11/11/2024 | 0,54% | 1,85 CHF | 1,86 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 923 828 CHF | 185 766 CHF | 99,27% | 99,27% |
08/11/2024 | 0,53% | 1,88 CHF | 1,89 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 935 780 CHF | 188 156 CHF | 99,25% | 99,25% |
07/11/2024 | 0,54% | 1,85 CHF | 1,86 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 925 000 CHF | 186 000 CHF | 1,12% | 1,12% |