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 | 0,68% | 1,41 CHF | 1,42 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 437 079 CHF | 146 693 CHF | 99,44% | 99,44% |
19/11/2024 | 0,68% | 1,45 CHF | 1,46 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 438 916 CHF | 147 305 CHF | 98,98% | 98,98% |
18/11/2024 | 0,69% | 1,48 CHF | 1,49 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 430 496 CHF | 144 499 CHF | 97,74% | 97,74% |
15/11/2024 | 0,62% | 1,54 CHF | 1,55 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 482 100 CHF | 161 700 CHF | 99,44% | 99,44% |
14/11/2024 | 0,59% | 1,74 CHF | 1,75 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 509 304 CHF | 170 768 CHF | 99,44% | 99,44% |
13/11/2024 | 0,68% | 1,46 CHF | 1,47 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 438 884 CHF | 147 295 CHF | 96,97% | 96,97% |
12/11/2024 | 0,65% | 1,50 CHF | 1,51 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 456 888 CHF | 153 296 CHF | 96,86% | 96,86% |
11/11/2024 | 0,66% | 1,50 CHF | 1,51 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 450 506 CHF | 151 169 CHF | 99,47% | 99,47% |
08/11/2024 | 0,69% | 1,43 CHF | 1,44 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 435 091 CHF | 146 030 CHF | 91,32% | 91,32% |
07/11/2024 | 0,69% | 1,46 CHF | 1,47 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 433 247 CHF | 145 416 CHF | 98,70% | 98,70% |