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 | 0,67% | 1,49 CHF | 1,50 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 443 152 CHF | 148 717 CHF | 99,07% | 99,07% |
19/11/2024 | 0,66% | 1,47 CHF | 1,48 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 454 523 CHF | 152 508 CHF | 98,92% | 98,92% |
18/11/2024 | 0,68% | 1,44 CHF | 1,45 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 437 544 CHF | 146 848 CHF | 96,99% | 96,99% |
15/11/2024 | 0,68% | 1,45 CHF | 1,46 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 442 064 CHF | 148 355 CHF | 99,45% | 99,45% |
14/11/2024 | 0,63% | 1,57 CHF | 1,58 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 475 365 CHF | 159 455 CHF | 99,44% | 99,44% |
13/11/2024 | 0,59% | 1,72 CHF | 1,73 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 510 188 CHF | 171 063 CHF | 96,99% | 96,99% |
12/11/2024 | 0,62% | 1,72 CHF | 1,73 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 482 232 CHF | 161 744 CHF | 96,78% | 96,78% |
11/11/2024 | 0,67% | 1,51 CHF | 1,52 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 449 530 CHF | 150 843 CHF | 98,57% | 98,57% |
08/11/2024 | 0,66% | 1,50 CHF | 1,51 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 451 886 CHF | 151 629 CHF | 93,40% | 93,40% |
07/11/2024 | 0,70% | 1,38 CHF | 1,39 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 425 169 CHF | 142 723 CHF | 98,70% | 98,70% |