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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 0,57% | 1,79 CHF | 1,80 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 871 860 CHF | 876 860 CHF | 100,00% | 100,00% |
20/11/2024 | 0,59% | 1,66 CHF | 1,67 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 844 208 CHF | 849 208 CHF | 100,00% | 100,00% |
19/11/2024 | 0,61% | 1,63 CHF | 1,64 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 820 842 CHF | 825 842 CHF | 100,00% | 100,00% |
18/11/2024 | 0,65% | 1,65 CHF | 1,66 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 765 204 CHF | 770 204 CHF | 100,00% | 100,00% |
15/11/2024 | 0,64% | 1,59 CHF | 1,60 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 775 197 CHF | 780 197 CHF | 100,00% | 100,00% |
14/11/2024 | 0,62% | 1,61 CHF | 1,62 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 807 077 CHF | 812 077 CHF | 100,00% | 100,00% |
13/11/2024 | 0,65% | 1,55 CHF | 1,56 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 772 948 CHF | 777 948 CHF | 100,00% | 100,00% |
12/11/2024 | 0,63% | 1,51 CHF | 1,52 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 785 111 CHF | 790 111 CHF | 100,00% | 100,00% |
11/11/2024 | 0,62% | 1,52 CHF | 1,53 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 802 715 CHF | 807 715 CHF | 100,00% | 100,00% |
08/11/2024 | 0,57% | 1,68 CHF | 1,69 CHF | 500 000 | 500 000 | 500 000 | 499 999 | 875 379 CHF | 880 378 CHF | 100,00% | 100,00% |