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 | 0,61% | 1,65 CHF | 1,66 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 489 125 CHF | 164 042 CHF | 99,44% | 99,44% |
19/11/2024 | 0,64% | 1,58 CHF | 1,59 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 468 167 CHF | 157 056 CHF | 99,44% | 99,44% |
18/11/2024 | 0,64% | 1,54 CHF | 1,55 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 468 436 CHF | 157 145 CHF | 97,18% | 97,18% |
15/11/2024 | 0,62% | 1,58 CHF | 1,59 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 479 834 CHF | 160 945 CHF | 93,47% | 93,47% |
14/11/2024 | 0,60% | 1,63 CHF | 1,64 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 498 298 CHF | 167 099 CHF | 99,44% | 99,44% |
13/11/2024 | 0,59% | 1,66 CHF | 1,67 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 506 118 CHF | 169 706 CHF | 97,08% | 97,08% |
12/11/2024 | 0,58% | 1,68 CHF | 1,69 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 518 515 CHF | 173 838 CHF | 96,83% | 96,83% |
11/11/2024 | 0,58% | 1,71 CHF | 1,72 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 518 607 CHF | 173 869 CHF | 99,44% | 99,44% |
08/11/2024 | 0,58% | 1,68 CHF | 1,69 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 515 605 CHF | 172 868 CHF | 99,27% | 99,27% |
07/11/2024 | 0,57% | 1,73 CHF | 1,74 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 525 483 CHF | 176 161 CHF | 98,68% | 98,68% |