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% | 1,67 CHF | 1,68 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 019 600 CHF | 341 867 CHF | 89,44% | 89,44% |
19/11/2024 | 0,60% | 1,65 CHF | 1,66 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 989 732 CHF | 331 911 CHF | 90,51% | 90,51% |
18/11/2024 | 0,59% | 1,70 CHF | 1,71 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 007 520 CHF | 337 840 CHF | 88,90% | 88,90% |
15/11/2024 | 0,57% | 1,71 CHF | 1,72 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 052 060 CHF | 352 688 CHF | 86,18% | 86,18% |
14/11/2024 | 0,57% | 1,78 CHF | 1,79 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 055 640 CHF | 353 880 CHF | 89,16% | 89,16% |
13/11/2024 | 0,57% | 1,74 CHF | 1,75 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 051 610 CHF | 352 535 CHF | 83,45% | 83,45% |
12/11/2024 | 0,56% | 1,74 CHF | 1,75 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 071 030 CHF | 359 009 CHF | 91,70% | 91,70% |
11/11/2024 | 0,53% | 1,89 CHF | 1,90 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 129 950 CHF | 378 650 CHF | 92,97% | 92,97% |
08/11/2024 | 0,55% | 1,76 CHF | 1,77 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 081 190 CHF | 362 397 CHF | 88,05% | 88,05% |
07/11/2024 | 0,54% | 1,86 CHF | 1,87 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 101 130 CHF | 369 042 CHF | 95,29% | 95,29% |