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 | 0,70% | 1,44 CHF | 1,45 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 857 935 CHF | 287 978 CHF | 89,45% | 89,45% |
19/11/2024 | 0,69% | 1,45 CHF | 1,46 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 871 710 CHF | 292 570 CHF | 90,48% | 90,48% |
18/11/2024 | 0,69% | 1,43 CHF | 1,44 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 867 645 CHF | 291 215 CHF | 88,90% | 88,90% |
15/11/2024 | 0,70% | 1,43 CHF | 1,44 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 848 653 CHF | 284 884 CHF | 86,20% | 86,20% |
14/11/2024 | 0,71% | 1,40 CHF | 1,41 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 845 631 CHF | 283 877 CHF | 89,15% | 89,15% |
13/11/2024 | 0,71% | 1,41 CHF | 1,42 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 847 935 CHF | 284 645 CHF | 83,49% | 83,49% |
12/11/2024 | 0,71% | 1,42 CHF | 1,43 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 837 634 CHF | 281 211 CHF | 91,71% | 91,71% |
11/11/2024 | 0,74% | 1,35 CHF | 1,36 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 810 110 CHF | 272 037 CHF | 92,98% | 92,98% |
08/11/2024 | 0,71% | 1,41 CHF | 1,42 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 837 533 CHF | 281 178 CHF | 88,05% | 88,05% |
07/11/2024 | 0,72% | 1,37 CHF | 1,38 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 832 883 CHF | 279 628 CHF | 95,29% | 95,29% |