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 | 0,77% | 1,27 CHF | 1,28 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 649 241 CHF | 654 241 CHF | 100,00% | 100,00% |
19/11/2024 | 0,80% | 1,24 CHF | 1,25 CHF | 500 000 | 500 000 | 500 000 | 499 968 | 626 387 CHF | 631 347 CHF | 99,65% | 99,65% |
18/11/2024 | 0,88% | 1,26 CHF | 1,27 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 569 839 CHF | 574 839 CHF | 100,00% | 100,00% |
15/11/2024 | 0,86% | 1,20 CHF | 1,21 CHF | 500 000 | 500 000 | 500 000 | 499 992 | 579 967 CHF | 584 958 CHF | 100,00% | 100,00% |
14/11/2024 | 0,82% | 1,22 CHF | 1,23 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 611 202 CHF | 616 202 CHF | 100,00% | 100,00% |
13/11/2024 | 0,86% | 1,16 CHF | 1,17 CHF | 500 000 | 500 000 | 500 000 | 499 999 | 578 413 CHF | 583 412 CHF | 100,00% | 100,00% |
12/11/2024 | 0,84% | 1,13 CHF | 1,14 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 591 281 CHF | 596 281 CHF | 100,00% | 100,00% |
11/11/2024 | 0,82% | 1,13 CHF | 1,14 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 609 342 CHF | 614 342 CHF | 100,00% | 100,00% |
08/11/2024 | 0,73% | 1,30 CHF | 1,31 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 683 457 CHF | 688 457 CHF | 100,00% | 100,00% |
07/11/2024 | 0,72% | 1,43 CHF | 1,44 CHF | 500 000 | 500 000 | 499 999 | 500 000 | 688 182 CHF | 693 184 CHF | 100,00% | 100,00% |