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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 0,67% | 1,45 CHF | 1,46 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 742 640 CHF | 747 640 CHF | 100,00% | 100,00% |
20/11/2024 | 0,65% | 1,55 CHF | 1,56 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 761 670 CHF | 766 670 CHF | 100,00% | 100,00% |
19/11/2024 | 0,64% | 1,57 CHF | 1,58 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 781 804 CHF | 786 804 CHF | 100,00% | 100,00% |
18/11/2024 | 0,59% | 1,57 CHF | 1,58 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 845 234 CHF | 850 234 CHF | 100,00% | 100,00% |
15/11/2024 | 0,59% | 1,64 CHF | 1,65 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 839 868 CHF | 844 868 CHF | 100,00% | 100,00% |
14/11/2024 | 0,61% | 1,62 CHF | 1,63 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 810 778 CHF | 815 778 CHF | 100,00% | 100,00% |
13/11/2024 | 0,60% | 1,67 CHF | 1,68 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 834 414 CHF | 839 414 CHF | 100,00% | 100,00% |
12/11/2024 | 0,61% | 1,70 CHF | 1,71 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 821 183 CHF | 826 183 CHF | 100,00% | 100,00% |
11/11/2024 | 0,62% | 1,69 CHF | 1,70 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 800 196 CHF | 805 196 CHF | 100,00% | 100,00% |
08/11/2024 | 0,70% | 1,51 CHF | 1,52 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 716 893 CHF | 721 893 CHF | 100,00% | 100,00% |