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 | 0,59% | 1,69 CHF | 1,70 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 504 099 CHF | 169 033 CHF | 99,07% | 99,07% |
19/11/2024 | 0,58% | 1,67 CHF | 1,68 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 515 573 CHF | 172 858 CHF | 98,92% | 98,92% |
18/11/2024 | 0,60% | 1,64 CHF | 1,65 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 498 621 CHF | 167 207 CHF | 96,75% | 96,75% |
15/11/2024 | 0,59% | 1,66 CHF | 1,67 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 503 244 CHF | 168 748 CHF | 99,45% | 99,45% |
14/11/2024 | 0,56% | 1,77 CHF | 1,78 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 536 684 CHF | 179 895 CHF | 99,44% | 99,44% |
13/11/2024 | 0,52% | 1,93 CHF | 1,94 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 571 363 CHF | 191 454 CHF | 96,97% | 96,97% |
12/11/2024 | 0,55% | 1,92 CHF | 1,93 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 543 546 CHF | 182 182 CHF | 96,80% | 96,80% |
11/11/2024 | 0,59% | 1,72 CHF | 1,73 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 510 711 CHF | 171 237 CHF | 98,57% | 98,57% |
08/11/2024 | 0,58% | 1,70 CHF | 1,71 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 513 190 CHF | 172 063 CHF | 93,41% | 93,41% |
07/11/2024 | 0,61% | 1,59 CHF | 1,60 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 486 849 CHF | 163 283 CHF | 98,68% | 98,68% |