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 | 0,77% | 1,27 CHF | 1,28 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 776 294 CHF | 260 765 CHF | 89,44% | 89,44% |
19/11/2024 | 0,80% | 1,25 CHF | 1,26 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 746 806 CHF | 250 935 CHF | 90,49% | 90,49% |
18/11/2024 | 0,78% | 1,30 CHF | 1,31 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 763 652 CHF | 256 551 CHF | 88,89% | 88,89% |
15/11/2024 | 0,74% | 1,30 CHF | 1,31 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 808 100 CHF | 271 367 CHF | 86,15% | 86,15% |
14/11/2024 | 0,74% | 1,37 CHF | 1,38 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 811 357 CHF | 272 452 CHF | 89,16% | 89,16% |
13/11/2024 | 0,74% | 1,33 CHF | 1,34 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 807 861 CHF | 271 287 CHF | 83,40% | 83,40% |
12/11/2024 | 0,72% | 1,34 CHF | 1,35 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 827 208 CHF | 277 736 CHF | 91,64% | 91,64% |
11/11/2024 | 0,68% | 1,48 CHF | 1,49 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 886 075 CHF | 297 358 CHF | 92,98% | 92,98% |
08/11/2024 | 0,71% | 1,36 CHF | 1,37 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 836 906 CHF | 280 969 CHF | 88,03% | 88,03% |
07/11/2024 | 0,70% | 1,45 CHF | 1,46 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 855 904 CHF | 287 301 CHF | 95,27% | 95,27% |