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 | 0,55% | 1,79 CHF | 1,80 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 544 410 CHF | 182 470 CHF | 99,37% | 99,37% |
19/11/2024 | 0,56% | 1,81 CHF | 1,82 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 538 593 CHF | 180 531 CHF | 99,38% | 99,38% |
18/11/2024 | 0,54% | 1,88 CHF | 1,89 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 551 472 CHF | 184 824 CHF | 97,04% | 97,04% |
15/11/2024 | 0,55% | 1,84 CHF | 1,85 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 548 319 CHF | 183 773 CHF | 99,38% | 99,38% |
14/11/2024 | 0,56% | 1,79 CHF | 1,80 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 532 972 CHF | 178 657 CHF | 99,37% | 99,37% |
13/11/2024 | 0,60% | 1,65 CHF | 1,66 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 497 202 CHF | 166 734 CHF | 96,96% | 96,96% |
12/11/2024 | 0,58% | 1,63 CHF | 1,64 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 517 482 CHF | 173 494 CHF | 96,83% | 96,83% |
11/11/2024 | 0,55% | 1,79 CHF | 1,80 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 540 440 CHF | 181 147 CHF | 98,77% | 98,77% |
08/11/2024 | 0,55% | 1,76 CHF | 1,77 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 546 057 CHF | 183 019 CHF | 93,17% | 93,17% |
07/11/2024 | 0,53% | 1,88 CHF | 1,89 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 564 584 CHF | 189 195 CHF | 98,70% | 98,70% |