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 | 0,54% | 1,84 CHF | 1,85 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 919 060 CHF | 184 812 CHF | 99,27% | 99,27% |
19/11/2024 | 0,55% | 1,82 CHF | 1,83 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 911 780 CHF | 183 356 CHF | 99,27% | 99,27% |
18/11/2024 | 0,56% | 1,79 CHF | 1,80 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 887 930 CHF | 178 586 CHF | 99,27% | 99,27% |
15/11/2024 | 0,56% | 1,78 CHF | 1,79 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 894 479 CHF | 179 896 CHF | 99,27% | 99,27% |
14/11/2024 | 0,55% | 1,81 CHF | 1,82 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 914 538 CHF | 183 908 CHF | 99,27% | 99,27% |
13/11/2024 | 0,54% | 1,85 CHF | 1,86 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 931 250 CHF | 187 250 CHF | 99,27% | 99,27% |
12/11/2024 | 0,53% | 1,88 CHF | 1,89 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 933 029 CHF | 187 606 CHF | 99,25% | 99,25% |
11/11/2024 | 0,55% | 1,82 CHF | 1,83 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 908 480 CHF | 182 696 CHF | 99,27% | 99,27% |
08/11/2024 | 0,55% | 1,84 CHF | 1,85 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 903 408 CHF | 181 682 CHF | 99,25% | 99,25% |
07/11/2024 | 0,58% | 1,72 CHF | 1,73 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 857 073 CHF | 172 415 CHF | 1,12% | 1,12% |