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 | 0,57% | 1,76 CHF | 1,77 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 879 847 CHF | 176 969 CHF | 99,27% | 99,27% |
19/11/2024 | 0,57% | 1,75 CHF | 1,76 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 876 379 CHF | 176 276 CHF | 99,27% | 99,27% |
18/11/2024 | 0,57% | 1,76 CHF | 1,77 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 876 328 CHF | 176 266 CHF | 99,27% | 99,27% |
15/11/2024 | 0,57% | 1,75 CHF | 1,76 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 870 391 CHF | 175 078 CHF | 98,71% | 98,71% |
14/11/2024 | 0,58% | 1,73 CHF | 1,74 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 865 965 CHF | 174 193 CHF | 99,27% | 99,27% |
13/11/2024 | 0,57% | 1,74 CHF | 1,75 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 870 389 CHF | 175 078 CHF | 99,02% | 99,02% |
12/11/2024 | 0,58% | 1,74 CHF | 1,75 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 865 265 CHF | 174 053 CHF | 92,98% | 92,98% |
11/11/2024 | 0,58% | 1,72 CHF | 1,73 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 862 262 CHF | 173 452 CHF | 99,27% | 99,27% |
08/11/2024 | 0,58% | 1,71 CHF | 1,72 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 859 804 CHF | 172 961 CHF | 99,25% | 99,25% |
07/11/2024 | 0,58% | 1,71 CHF | 1,72 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 855 000 CHF | 172 000 CHF | 1,12% | 1,12% |