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 | 0,78% | 1,29 CHF | 1,30 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 770 311 CHF | 258 770 CHF | 89,43% | 89,43% |
19/11/2024 | 0,76% | 1,31 CHF | 1,32 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 784 366 CHF | 263 455 CHF | 90,47% | 90,47% |
18/11/2024 | 0,77% | 1,29 CHF | 1,30 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 779 479 CHF | 261 826 CHF | 88,89% | 88,89% |
15/11/2024 | 0,79% | 1,28 CHF | 1,29 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 760 679 CHF | 255 560 CHF | 86,17% | 86,17% |
14/11/2024 | 0,79% | 1,26 CHF | 1,27 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 757 082 CHF | 254 360 CHF | 89,16% | 89,16% |
13/11/2024 | 0,79% | 1,27 CHF | 1,28 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 759 795 CHF | 255 265 CHF | 83,40% | 83,40% |
12/11/2024 | 0,80% | 1,27 CHF | 1,28 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 749 468 CHF | 251 823 CHF | 91,65% | 91,65% |
11/11/2024 | 0,83% | 1,20 CHF | 1,21 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 721 754 CHF | 242 585 CHF | 92,97% | 92,97% |
08/11/2024 | 0,80% | 1,26 CHF | 1,27 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 749 181 CHF | 251 727 CHF | 88,01% | 88,01% |
07/11/2024 | 0,80% | 1,23 CHF | 1,24 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 744 026 CHF | 250 009 CHF | 95,26% | 95,26% |