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% | 1,48 CHF | 1,49 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 902 983 CHF | 302 994 CHF | 89,44% | 89,44% |
19/11/2024 | 0,68% | 1,46 CHF | 1,47 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 873 505 CHF | 293 168 CHF | 90,49% | 90,49% |
18/11/2024 | 0,67% | 1,51 CHF | 1,52 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 890 849 CHF | 298 950 CHF | 88,87% | 88,87% |
15/11/2024 | 0,64% | 1,52 CHF | 1,53 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 935 213 CHF | 313 738 CHF | 86,14% | 86,14% |
14/11/2024 | 0,64% | 1,58 CHF | 1,59 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 938 456 CHF | 314 819 CHF | 89,16% | 89,16% |
13/11/2024 | 0,64% | 1,54 CHF | 1,55 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 934 830 CHF | 313 610 CHF | 83,41% | 83,41% |
12/11/2024 | 0,63% | 1,55 CHF | 1,56 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 954 100 CHF | 320 033 CHF | 91,57% | 91,57% |
11/11/2024 | 0,59% | 1,69 CHF | 1,70 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 012 910 CHF | 339 637 CHF | 92,97% | 92,97% |
08/11/2024 | 0,62% | 1,57 CHF | 1,58 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 964 222 CHF | 323 407 CHF | 88,03% | 88,03% |
07/11/2024 | 0,61% | 1,66 CHF | 1,67 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 983 690 CHF | 329 897 CHF | 95,27% | 95,27% |