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 | 0,75% | 1,27 CHF | 1,28 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 665 216 CHF | 670 216 CHF | 99,54% | 99,54% |
19/11/2024 | 0,75% | 1,34 CHF | 1,35 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 666 177 CHF | 671 177 CHF | 99,56% | 99,56% |
18/11/2024 | 0,70% | 1,43 CHF | 1,44 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 709 656 CHF | 714 656 CHF | 99,58% | 99,58% |
15/11/2024 | 0,72% | 1,39 CHF | 1,40 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 695 292 CHF | 700 292 CHF | 98,92% | 98,92% |
14/11/2024 | 0,76% | 1,35 CHF | 1,36 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 651 847 CHF | 656 847 CHF | 98,73% | 98,73% |
13/11/2024 | 0,81% | 1,21 CHF | 1,22 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 617 040 CHF | 622 040 CHF | 96,69% | 96,69% |
12/11/2024 | 0,73% | 1,29 CHF | 1,30 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 681 778 CHF | 686 778 CHF | 99,56% | 99,56% |
11/11/2024 | 0,74% | 1,38 CHF | 1,39 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 674 330 CHF | 679 330 CHF | 99,57% | 99,57% |
08/11/2024 | 0,74% | 1,31 CHF | 1,32 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 671 231 CHF | 676 231 CHF | 99,52% | 99,52% |
07/11/2024 | 0,69% | 1,49 CHF | 1,50 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 725 560 CHF | 730 560 CHF | 99,49% | 99,49% |