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 | 750 000 | 300 000 | 750 000 | 300 000 | 1 129 670 CHF | 454 869 CHF | 97,63% | 97,63% |
19/11/2024 | 0,66% | 1,52 CHF | 1,53 CHF | 750 000 | 300 000 | 750 000 | 300 000 | 1 124 630 CHF | 452 853 CHF | 89,99% | 89,99% |
18/11/2024 | 0,65% | 1,56 CHF | 1,57 CHF | 750 000 | 300 000 | 750 000 | 300 000 | 1 157 970 CHF | 466 187 CHF | 93,88% | 93,88% |
15/11/2024 | 0,67% | 1,49 CHF | 1,50 CHF | 750 000 | 300 000 | 750 000 | 300 000 | 1 122 260 CHF | 451 902 CHF | 94,09% | 94,09% |
14/11/2024 | 0,67% | 1,50 CHF | 1,51 CHF | 750 000 | 300 000 | 750 000 | 300 000 | 1 110 170 CHF | 447 069 CHF | 97,35% | 97,35% |
13/11/2024 | 0,68% | 1,45 CHF | 1,46 CHF | 750 000 | 300 000 | 750 000 | 300 000 | 1 102 530 CHF | 444 012 CHF | 94,31% | 94,31% |
12/11/2024 | 0,66% | 1,46 CHF | 1,47 CHF | 750 000 | 300 000 | 750 000 | 300 000 | 1 128 650 CHF | 454 459 CHF | 92,57% | 92,57% |
11/11/2024 | 0,65% | 1,55 CHF | 1,56 CHF | 750 000 | 300 000 | 750 000 | 300 000 | 1 148 670 CHF | 462 467 CHF | 94,26% | 94,26% |
08/11/2024 | 0,66% | 1,50 CHF | 1,51 CHF | 750 000 | 300 000 | 750 000 | 300 000 | 1 130 030 CHF | 455 013 CHF | 92,61% | 92,61% |
07/11/2024 | 0,64% | 1,54 CHF | 1,55 CHF | 750 000 | 300 000 | 750 000 | 300 000 | 1 169 380 CHF | 470 751 CHF | 97,77% | 97,77% |