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% | 1,35 CHF | 1,36 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 700 826 CHF | 141 165 CHF | 99,27% | 99,27% |
19/11/2024 | 0,71% | 1,42 CHF | 1,43 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 705 042 CHF | 142 008 CHF | 99,27% | 99,27% |
18/11/2024 | 0,70% | 1,44 CHF | 1,45 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 710 762 CHF | 143 152 CHF | 99,27% | 99,27% |
15/11/2024 | 0,64% | 1,49 CHF | 1,50 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 775 749 CHF | 156 150 CHF | 99,27% | 99,27% |
14/11/2024 | 0,61% | 1,63 CHF | 1,64 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 811 221 CHF | 163 244 CHF | 99,27% | 99,27% |
13/11/2024 | 0,64% | 1,55 CHF | 1,56 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 779 025 CHF | 156 805 CHF | 99,27% | 99,27% |
12/11/2024 | 0,61% | 1,60 CHF | 1,61 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 817 635 CHF | 164 527 CHF | 99,25% | 99,25% |
11/11/2024 | 0,59% | 1,66 CHF | 1,67 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 838 396 CHF | 168 679 CHF | 99,27% | 99,27% |
08/11/2024 | 0,61% | 1,64 CHF | 1,65 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 812 006 CHF | 163 401 CHF | 99,25% | 99,25% |
07/11/2024 | 0,62% | 1,60 CHF | 1,61 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 799 839 CHF | 160 968 CHF | 1,12% | 1,12% |