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 | 0,63% | 1,57 CHF | 1,58 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 478 519 CHF | 160 506 CHF | 99,37% | 99,37% |
19/11/2024 | 0,63% | 1,59 CHF | 1,60 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 472 696 CHF | 158 565 CHF | 99,38% | 99,38% |
18/11/2024 | 0,62% | 1,66 CHF | 1,67 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 485 438 CHF | 162 813 CHF | 97,00% | 97,00% |
15/11/2024 | 0,62% | 1,62 CHF | 1,63 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 482 112 CHF | 161 704 CHF | 99,38% | 99,38% |
14/11/2024 | 0,64% | 1,57 CHF | 1,58 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 466 942 CHF | 156 647 CHF | 99,37% | 99,37% |
13/11/2024 | 0,69% | 1,43 CHF | 1,44 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 431 168 CHF | 144 723 CHF | 97,03% | 97,03% |
12/11/2024 | 0,66% | 1,41 CHF | 1,42 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 451 505 CHF | 151 502 CHF | 96,86% | 96,86% |
11/11/2024 | 0,63% | 1,57 CHF | 1,58 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 474 354 CHF | 159 118 CHF | 98,77% | 98,77% |
08/11/2024 | 0,62% | 1,54 CHF | 1,55 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 479 896 CHF | 160 965 CHF | 93,17% | 93,17% |
07/11/2024 | 0,60% | 1,66 CHF | 1,67 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 498 198 CHF | 167 066 CHF | 98,69% | 98,69% |