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 | 0,61% | 1,64 CHF | 1,65 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 985 006 CHF | 330 335 CHF | 99,03% | 99,03% |
19/11/2024 | 0,61% | 1,63 CHF | 1,64 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 979 309 CHF | 328 436 CHF | 99,37% | 99,37% |
18/11/2024 | 0,62% | 1,62 CHF | 1,63 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 969 290 CHF | 325 097 CHF | 97,65% | 97,65% |
15/11/2024 | 0,63% | 1,63 CHF | 1,64 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 948 480 CHF | 318 160 CHF | 98,90% | 98,90% |
14/11/2024 | 0,63% | 1,58 CHF | 1,59 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 950 718 CHF | 318 906 CHF | 99,37% | 99,37% |
13/11/2024 | 0,65% | 1,56 CHF | 1,57 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 921 635 CHF | 309 212 CHF | 93,64% | 93,64% |
12/11/2024 | 0,65% | 1,55 CHF | 1,56 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 921 749 CHF | 309 250 CHF | 96,86% | 96,86% |
11/11/2024 | 0,68% | 1,48 CHF | 1,49 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 879 514 CHF | 295 171 CHF | 99,34% | 99,34% |
08/11/2024 | 0,68% | 1,50 CHF | 1,51 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 875 439 CHF | 293 813 CHF | 99,35% | 99,35% |
07/11/2024 | 0,71% | 1,39 CHF | 1,40 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 846 646 CHF | 284 215 CHF | 98,70% | 98,70% |