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 | 0,69% | 1,43 CHF | 1,44 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 287 145 CHF | 289 145 CHF | 99,81% | 99,81% |
19/11/2024 | 0,72% | 1,40 CHF | 1,41 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 277 407 CHF | 279 407 CHF | 99,72% | 99,72% |
18/11/2024 | 0,70% | 1,42 CHF | 1,43 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 284 544 CHF | 286 544 CHF | 99,71% | 99,71% |
15/11/2024 | 0,68% | 1,45 CHF | 1,46 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 293 916 CHF | 295 916 CHF | 99,81% | 99,81% |
14/11/2024 | 0,67% | 1,50 CHF | 1,51 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 297 597 CHF | 299 597 CHF | 99,81% | 99,81% |
13/11/2024 | 0,68% | 1,46 CHF | 1,47 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 294 258 CHF | 296 258 CHF | 99,81% | 99,81% |
12/11/2024 | 0,66% | 1,48 CHF | 1,49 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 303 581 CHF | 305 581 CHF | 99,51% | 99,51% |
11/11/2024 | 0,64% | 1,56 CHF | 1,57 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 310 855 CHF | 312 855 CHF | 99,72% | 99,72% |
08/11/2024 | 0,65% | 1,53 CHF | 1,54 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 304 587 CHF | 306 587 CHF | 99,81% | 99,81% |
07/11/2024 | 0,64% | 1,56 CHF | 1,57 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 310 147 CHF | 312 147 CHF | 95,69% | 95,69% |