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 | 0,63% | 1,53 CHF | 1,54 CHF | 1 000 000 | 200 000 | 1 000 000 | 200 000 | 1 582 370 CHF | 318 474 CHF | 99,37% | 99,37% |
19/11/2024 | 0,67% | 1,51 CHF | 1,52 CHF | 1 000 000 | 200 000 | 1 000 000 | 200 000 | 1 488 540 CHF | 299 707 CHF | 99,37% | 99,37% |
18/11/2024 | 0,65% | 1,56 CHF | 1,57 CHF | 1 000 000 | 200 000 | 1 000 000 | 200 000 | 1 535 350 CHF | 309 070 CHF | 99,25% | 99,25% |
15/11/2024 | 0,66% | 1,51 CHF | 1,52 CHF | 1 000 000 | 200 000 | 1 000 000 | 200 000 | 1 517 970 CHF | 305 593 CHF | 99,37% | 99,37% |
14/11/2024 | 0,65% | 1,57 CHF | 1,58 CHF | 1 000 000 | 200 000 | 1 000 000 | 200 000 | 1 541 480 CHF | 310 295 CHF | 99,36% | 99,36% |
13/11/2024 | 0,66% | 1,51 CHF | 1,52 CHF | 1 000 000 | 200 000 | 1 000 000 | 200 000 | 1 516 000 CHF | 305 201 CHF | 99,37% | 99,37% |
12/11/2024 | 0,62% | 1,55 CHF | 1,56 CHF | 1 000 000 | 200 000 | 1 000 000 | 200 000 | 1 604 870 CHF | 322 975 CHF | 99,37% | 99,37% |
11/11/2024 | 0,61% | 1,66 CHF | 1,67 CHF | 1 000 000 | 200 000 | 1 000 000 | 200 000 | 1 631 700 CHF | 328 340 CHF | 99,37% | 99,37% |
08/11/2024 | 0,63% | 1,56 CHF | 1,57 CHF | 1 000 000 | 200 000 | 1 000 000 | 200 000 | 1 573 370 CHF | 316 674 CHF | 99,37% | 99,37% |
07/11/2024 | 0,58% | 1,69 CHF | 1,70 CHF | 1 000 000 | 200 000 | 1 000 000 | 200 000 | 1 707 180 CHF | 343 437 CHF | 98,37% | 98,37% |