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 | 0,58% | 1,66 CHF | 1,67 CHF | 750 000 | 300 000 | 750 000 | 300 000 | 1 279 370 CHF | 514 750 CHF | 97,64% | 97,64% |
19/11/2024 | 0,59% | 1,72 CHF | 1,73 CHF | 750 000 | 300 000 | 750 000 | 300 000 | 1 274 160 CHF | 512 666 CHF | 89,98% | 89,98% |
18/11/2024 | 0,57% | 1,76 CHF | 1,77 CHF | 750 000 | 300 000 | 750 000 | 300 000 | 1 307 930 CHF | 526 170 CHF | 93,32% | 93,32% |
15/11/2024 | 0,59% | 1,69 CHF | 1,70 CHF | 750 000 | 300 000 | 750 000 | 300 000 | 1 272 450 CHF | 511 980 CHF | 94,13% | 94,13% |
14/11/2024 | 0,59% | 1,70 CHF | 1,71 CHF | 750 000 | 300 000 | 750 000 | 300 000 | 1 260 200 CHF | 507 079 CHF | 97,35% | 97,35% |
13/11/2024 | 0,60% | 1,65 CHF | 1,66 CHF | 750 000 | 300 000 | 750 000 | 300 000 | 1 252 520 CHF | 504 007 CHF | 94,21% | 94,21% |
12/11/2024 | 0,58% | 1,66 CHF | 1,67 CHF | 750 000 | 300 000 | 750 000 | 300 000 | 1 278 520 CHF | 514 408 CHF | 92,60% | 92,60% |
11/11/2024 | 0,58% | 1,75 CHF | 1,76 CHF | 750 000 | 300 000 | 750 000 | 300 000 | 1 298 700 CHF | 522 480 CHF | 94,27% | 94,27% |
08/11/2024 | 0,58% | 1,70 CHF | 1,71 CHF | 750 000 | 300 000 | 750 000 | 300 000 | 1 280 280 CHF | 515 111 CHF | 92,61% | 92,61% |
07/11/2024 | 0,57% | 1,74 CHF | 1,75 CHF | 750 000 | 300 000 | 750 000 | 300 000 | 1 320 160 CHF | 531 065 CHF | 97,77% | 97,77% |