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 | 0,70% | 1,40 CHF | 1,41 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 710 801 CHF | 143 160 CHF | 99,27% | 99,27% |
19/11/2024 | 0,71% | 1,39 CHF | 1,40 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 699 297 CHF | 140 859 CHF | 99,27% | 99,27% |
18/11/2024 | 0,72% | 1,40 CHF | 1,41 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 696 124 CHF | 140 225 CHF | 99,27% | 99,27% |
15/11/2024 | 0,73% | 1,37 CHF | 1,38 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 679 890 CHF | 136 978 CHF | 99,27% | 99,27% |
14/11/2024 | 0,75% | 1,35 CHF | 1,36 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 662 126 CHF | 133 425 CHF | 99,27% | 99,27% |
13/11/2024 | 0,75% | 1,32 CHF | 1,33 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 662 262 CHF | 133 452 CHF | 99,27% | 99,27% |
12/11/2024 | 0,74% | 1,34 CHF | 1,35 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 674 422 CHF | 135 884 CHF | 99,25% | 99,25% |
11/11/2024 | 0,72% | 1,38 CHF | 1,39 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 690 195 CHF | 139 039 CHF | 99,27% | 99,27% |
08/11/2024 | 0,74% | 1,36 CHF | 1,37 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 673 034 CHF | 135 607 CHF | 99,25% | 99,25% |
07/11/2024 | 0,71% | 1,40 CHF | 1,41 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 700 000 CHF | 141 000 CHF | 1,12% | 1,12% |