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 | 0,71% | 1,45 CHF | 1,46 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 423 716 CHF | 142 239 CHF | 99,36% | 99,36% |
19/11/2024 | 0,70% | 1,43 CHF | 1,44 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 424 808 CHF | 142 603 CHF | 99,34% | 99,34% |
18/11/2024 | 0,70% | 1,45 CHF | 1,46 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 426 184 CHF | 143 061 CHF | 94,66% | 94,66% |
15/11/2024 | 0,63% | 1,50 CHF | 1,51 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 472 123 CHF | 158 374 CHF | 99,36% | 99,36% |
14/11/2024 | 0,61% | 1,61 CHF | 1,62 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 489 248 CHF | 164 083 CHF | 99,36% | 99,36% |
13/11/2024 | 0,59% | 1,64 CHF | 1,65 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 504 752 CHF | 169 251 CHF | 93,38% | 93,38% |
12/11/2024 | 0,55% | 1,79 CHF | 1,80 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 546 132 CHF | 183 044 CHF | 96,88% | 96,88% |
11/11/2024 | 0,55% | 1,87 CHF | 1,88 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 540 495 CHF | 181 165 CHF | 99,38% | 99,38% |
08/11/2024 | 0,55% | 1,75 CHF | 1,76 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 542 289 CHF | 181 763 CHF | 90,82% | 90,82% |
07/11/2024 | 0,60% | 1,79 CHF | 1,80 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 497 315 CHF | 166 772 CHF | 88,28% | 88,28% |