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 | 0,61% | 1,67 CHF | 1,68 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 491 038 CHF | 164 679 CHF | 99,44% | 99,44% |
19/11/2024 | 0,60% | 1,64 CHF | 1,65 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 496 784 CHF | 166 595 CHF | 99,44% | 99,44% |
18/11/2024 | 0,60% | 1,66 CHF | 1,67 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 497 874 CHF | 166 958 CHF | 97,25% | 97,25% |
15/11/2024 | 0,63% | 1,64 CHF | 1,65 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 478 441 CHF | 160 480 CHF | 99,45% | 99,45% |
14/11/2024 | 0,66% | 1,52 CHF | 1,53 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 451 263 CHF | 151 421 CHF | 99,44% | 99,44% |
13/11/2024 | 0,65% | 1,53 CHF | 1,54 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 459 626 CHF | 154 209 CHF | 96,92% | 96,92% |
12/11/2024 | 0,65% | 1,54 CHF | 1,55 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 458 999 CHF | 154 000 CHF | 96,86% | 96,86% |
11/11/2024 | 0,67% | 1,51 CHF | 1,52 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 445 552 CHF | 149 517 CHF | 99,44% | 99,44% |
08/11/2024 | 0,69% | 1,47 CHF | 1,48 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 432 085 CHF | 145 028 CHF | 99,28% | 99,28% |
07/11/2024 | 0,69% | 1,44 CHF | 1,45 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 434 135 CHF | 145 712 CHF | 98,68% | 98,68% |