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% | 1,70 CHF | 1,71 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 847 469 CHF | 170 494 CHF | 99,27% | 99,27% |
19/11/2024 | 0,59% | 1,68 CHF | 1,69 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 840 200 CHF | 169 040 CHF | 99,27% | 99,27% |
18/11/2024 | 0,61% | 1,64 CHF | 1,65 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 815 126 CHF | 164 025 CHF | 99,27% | 99,27% |
15/11/2024 | 0,61% | 1,64 CHF | 1,65 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 822 744 CHF | 165 549 CHF | 99,27% | 99,27% |
14/11/2024 | 0,59% | 1,66 CHF | 1,67 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 842 629 CHF | 169 526 CHF | 99,27% | 99,27% |
13/11/2024 | 0,58% | 1,71 CHF | 1,72 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 859 619 CHF | 172 924 CHF | 99,27% | 99,27% |
12/11/2024 | 0,58% | 1,74 CHF | 1,75 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 861 042 CHF | 173 208 CHF | 99,25% | 99,25% |
11/11/2024 | 0,60% | 1,67 CHF | 1,68 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 836 666 CHF | 168 333 CHF | 99,27% | 99,27% |
08/11/2024 | 0,60% | 1,69 CHF | 1,70 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 831 122 CHF | 167 224 CHF | 99,26% | 99,26% |
07/11/2024 | 0,63% | 1,57 CHF | 1,58 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 785 000 CHF | 158 000 CHF | 1,12% | 1,12% |