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 | 0,59% | 1,68 CHF | 1,69 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 840 892 CHF | 169 178 CHF | 99,27% | 99,27% |
19/11/2024 | 0,59% | 1,69 CHF | 1,70 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 844 793 CHF | 169 959 CHF | 99,27% | 99,27% |
18/11/2024 | 0,60% | 1,67 CHF | 1,68 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 832 574 CHF | 167 515 CHF | 99,27% | 99,27% |
15/11/2024 | 0,61% | 1,65 CHF | 1,66 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 816 124 CHF | 164 225 CHF | 99,27% | 99,27% |
14/11/2024 | 0,62% | 1,61 CHF | 1,62 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 800 822 CHF | 161 164 CHF | 99,27% | 99,27% |
13/11/2024 | 0,62% | 1,59 CHF | 1,60 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 800 041 CHF | 161 008 CHF | 99,27% | 99,27% |
12/11/2024 | 0,63% | 1,58 CHF | 1,59 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 788 860 CHF | 158 772 CHF | 99,25% | 99,25% |
11/11/2024 | 0,64% | 1,56 CHF | 1,57 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 777 888 CHF | 156 578 CHF | 99,27% | 99,27% |
08/11/2024 | 0,63% | 1,57 CHF | 1,58 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 789 702 CHF | 158 940 CHF | 99,25% | 99,25% |
07/11/2024 | 0,62% | 1,62 CHF | 1,63 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 810 000 CHF | 163 000 CHF | 1,12% | 1,12% |