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% | 1,39 CHF | 1,40 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 708 979 CHF | 713 979 CHF | 100,00% | 100,00% |
19/11/2024 | 0,73% | 1,36 CHF | 1,37 CHF | 500 000 | 500 000 | 499 621 | 500 000 | 684 995 CHF | 690 518 CHF | 100,00% | 100,00% |
18/11/2024 | 0,79% | 1,38 CHF | 1,39 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 629 688 CHF | 634 688 CHF | 100,00% | 100,00% |
15/11/2024 | 0,78% | 1,32 CHF | 1,33 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 639 409 CHF | 644 409 CHF | 100,00% | 100,00% |
14/11/2024 | 0,74% | 1,34 CHF | 1,35 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 671 215 CHF | 676 215 CHF | 100,00% | 100,00% |
13/11/2024 | 0,78% | 1,28 CHF | 1,29 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 638 018 CHF | 643 018 CHF | 100,00% | 100,00% |
12/11/2024 | 0,77% | 1,24 CHF | 1,25 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 650 445 CHF | 655 445 CHF | 100,00% | 100,00% |
11/11/2024 | 0,75% | 1,25 CHF | 1,26 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 668 248 CHF | 673 248 CHF | 100,00% | 100,00% |
08/11/2024 | 0,67% | 1,43 CHF | 1,44 CHF | 500 000 | 500 000 | 500 000 | 499 334 | 746 922 CHF | 750 970 CHF | 100,00% | 100,00% |
07/11/2024 | 0,66% | 1,56 CHF | 1,57 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 752 220 CHF | 757 220 CHF | 100,00% | 100,00% |