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 | 1,78% | 0,54 CHF | 0,55 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 417 377 CHF | 56 650 CHF | 96,57% | 96,57% |
19/11/2024 | 1,74% | 0,57 CHF | 0,59 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 427 639 CHF | 58 019 CHF | 97,44% | 97,44% |
18/11/2024 | 1,68% | 0,59 CHF | 0,60 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 441 382 CHF | 59 851 CHF | 92,51% | 92,51% |
15/11/2024 | 1,63% | 0,60 CHF | 0,61 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 455 821 CHF | 61 776 CHF | 97,24% | 97,24% |
14/11/2024 | 1,66% | 0,62 CHF | 0,63 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 447 494 CHF | 60 666 CHF | 98,36% | 98,36% |
13/11/2024 | 1,78% | 0,56 CHF | 0,57 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 418 139 CHF | 56 752 CHF | 93,00% | 93,00% |
12/11/2024 | 1,70% | 0,56 CHF | 0,57 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 437 295 CHF | 59 306 CHF | 96,35% | 96,35% |
11/11/2024 | 1,63% | 0,61 CHF | 0,62 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 456 463 CHF | 61 862 CHF | 91,04% | 91,04% |
08/11/2024 | 1,65% | 0,61 CHF | 0,62 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 451 902 CHF | 61 254 CHF | 92,19% | 92,19% |
07/11/2024 | 1,63% | 0,62 CHF | 0,63 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 457 547 CHF | 62 006 CHF | 98,70% | 98,70% |