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 | 0,66% | 1,46 CHF | 1,47 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 755 826 CHF | 152 165 CHF | 99,27% | 99,27% |
19/11/2024 | 0,66% | 1,54 CHF | 1,55 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 760 406 CHF | 153 081 CHF | 99,27% | 99,27% |
18/11/2024 | 0,65% | 1,55 CHF | 1,56 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 765 762 CHF | 154 152 CHF | 99,27% | 99,27% |
15/11/2024 | 0,60% | 1,60 CHF | 1,61 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 830 939 CHF | 167 188 CHF | 99,27% | 99,27% |
14/11/2024 | 0,58% | 1,74 CHF | 1,75 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 866 221 CHF | 174 244 CHF | 99,27% | 99,27% |
13/11/2024 | 0,60% | 1,66 CHF | 1,67 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 834 025 CHF | 167 805 CHF | 99,27% | 99,27% |
12/11/2024 | 0,57% | 1,71 CHF | 1,72 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 872 897 CHF | 175 579 CHF | 99,25% | 99,25% |
11/11/2024 | 0,56% | 1,77 CHF | 1,78 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 893 396 CHF | 179 679 CHF | 99,27% | 99,27% |
08/11/2024 | 0,57% | 1,75 CHF | 1,76 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 867 201 CHF | 174 440 CHF | 99,25% | 99,25% |
07/11/2024 | 0,58% | 1,71 CHF | 1,72 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 854 839 CHF | 171 968 CHF | 1,12% | 1,12% |