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 | 0,55% | 1,83 CHF | 1,84 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 541 988 CHF | 181 663 CHF | 99,44% | 99,44% |
19/11/2024 | 0,57% | 1,75 CHF | 1,76 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 520 850 CHF | 174 617 CHF | 99,44% | 99,44% |
18/11/2024 | 0,57% | 1,72 CHF | 1,73 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 521 336 CHF | 174 779 CHF | 97,62% | 97,62% |
15/11/2024 | 0,56% | 1,76 CHF | 1,77 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 532 818 CHF | 178 606 CHF | 93,47% | 93,47% |
14/11/2024 | 0,54% | 1,80 CHF | 1,81 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 551 467 CHF | 184 822 CHF | 99,44% | 99,44% |
13/11/2024 | 0,54% | 1,84 CHF | 1,85 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 558 865 CHF | 187 288 CHF | 96,92% | 96,92% |
12/11/2024 | 0,52% | 1,85 CHF | 1,86 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 571 056 CHF | 191 352 CHF | 96,87% | 96,87% |
11/11/2024 | 0,52% | 1,88 CHF | 1,89 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 571 063 CHF | 191 354 CHF | 99,44% | 99,44% |
08/11/2024 | 0,53% | 1,86 CHF | 1,87 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 567 581 CHF | 190 194 CHF | 99,27% | 99,27% |
07/11/2024 | 0,52% | 1,90 CHF | 1,91 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 577 549 CHF | 193 516 CHF | 98,70% | 98,70% |