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 | 0,62% | 1,59 CHF | 1,60 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 798 469 CHF | 160 694 CHF | 99,27% | 99,27% |
19/11/2024 | 0,61% | 1,63 CHF | 1,64 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 815 648 CHF | 164 130 CHF | 99,27% | 99,27% |
18/11/2024 | 0,61% | 1,63 CHF | 1,64 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 816 800 CHF | 164 360 CHF | 99,27% | 99,27% |
15/11/2024 | 0,62% | 1,64 CHF | 1,65 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 807 281 CHF | 162 456 CHF | 99,27% | 99,27% |
14/11/2024 | 0,63% | 1,59 CHF | 1,60 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 793 782 CHF | 159 756 CHF | 99,27% | 99,27% |
13/11/2024 | 0,64% | 1,56 CHF | 1,57 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 784 133 CHF | 157 827 CHF | 99,27% | 99,27% |
12/11/2024 | 0,65% | 1,53 CHF | 1,54 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 766 859 CHF | 154 372 CHF | 99,25% | 99,25% |
11/11/2024 | 0,63% | 1,59 CHF | 1,60 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 793 223 CHF | 159 645 CHF | 99,27% | 99,27% |
08/11/2024 | 0,62% | 1,62 CHF | 1,63 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 804 767 CHF | 161 953 CHF | 99,25% | 99,25% |
07/11/2024 | 0,63% | 1,58 CHF | 1,59 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 790 160 CHF | 159 032 CHF | 1,12% | 1,12% |