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 | 0,64% | 1,57 CHF | 1,58 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 782 906 CHF | 157 581 CHF | 99,27% | 99,27% |
19/11/2024 | 0,63% | 1,57 CHF | 1,58 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 786 794 CHF | 158 359 CHF | 99,27% | 99,27% |
18/11/2024 | 0,64% | 1,55 CHF | 1,56 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 773 900 CHF | 155 780 CHF | 99,27% | 99,27% |
15/11/2024 | 0,66% | 1,53 CHF | 1,54 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 757 874 CHF | 152 575 CHF | 99,27% | 99,27% |
14/11/2024 | 0,67% | 1,49 CHF | 1,50 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 742 441 CHF | 149 488 CHF | 99,27% | 99,27% |
13/11/2024 | 0,67% | 1,48 CHF | 1,49 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 743 615 CHF | 149 723 CHF | 99,27% | 99,27% |
12/11/2024 | 0,68% | 1,46 CHF | 1,47 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 729 768 CHF | 146 954 CHF | 99,25% | 99,25% |
11/11/2024 | 0,69% | 1,44 CHF | 1,45 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 719 376 CHF | 144 875 CHF | 99,27% | 99,27% |
08/11/2024 | 0,68% | 1,46 CHF | 1,47 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 732 713 CHF | 147 543 CHF | 99,25% | 99,25% |
07/11/2024 | 0,66% | 1,50 CHF | 1,51 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 750 000 CHF | 151 000 CHF | 1,12% | 1,12% |