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 | 0,59% | 1,64 CHF | 1,65 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 506 836 CHF | 169 945 CHF | 99,44% | 99,44% |
19/11/2024 | 0,59% | 1,68 CHF | 1,69 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 508 652 CHF | 170 551 CHF | 98,97% | 98,97% |
18/11/2024 | 0,60% | 1,71 CHF | 1,72 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 500 301 CHF | 167 767 CHF | 97,71% | 97,71% |
15/11/2024 | 0,54% | 1,78 CHF | 1,79 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 552 134 CHF | 185 045 CHF | 99,44% | 99,44% |
14/11/2024 | 0,52% | 1,98 CHF | 1,99 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 579 035 CHF | 194 012 CHF | 99,44% | 99,44% |
13/11/2024 | 0,59% | 1,69 CHF | 1,70 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 508 615 CHF | 170 538 CHF | 96,93% | 96,93% |
12/11/2024 | 0,57% | 1,73 CHF | 1,74 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 526 630 CHF | 176 543 CHF | 96,84% | 96,84% |
11/11/2024 | 0,57% | 1,73 CHF | 1,74 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 520 391 CHF | 174 464 CHF | 99,47% | 99,47% |
08/11/2024 | 0,59% | 1,67 CHF | 1,68 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 504 987 CHF | 169 329 CHF | 91,32% | 91,32% |
07/11/2024 | 0,59% | 1,70 CHF | 1,71 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 503 436 CHF | 168 812 CHF | 98,71% | 98,71% |