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 | 0,51% | 1,92 CHF | 1,93 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 1 457 770 CHF | 488 424 CHF | 99,38% | 99,38% |
19/11/2024 | 0,52% | 1,87 CHF | 1,88 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 1 426 970 CHF | 478 157 CHF | 99,37% | 99,37% |
18/11/2024 | 0,56% | 1,84 CHF | 1,85 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 1 334 720 CHF | 447 406 CHF | 99,25% | 99,25% |
15/11/2024 | 0,61% | 1,66 CHF | 1,67 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 1 226 370 CHF | 411 291 CHF | 99,38% | 99,38% |
14/11/2024 | 0,65% | 1,61 CHF | 1,62 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 1 148 030 CHF | 385 177 CHF | 99,37% | 99,37% |
13/11/2024 | 0,63% | 1,60 CHF | 1,61 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 1 190 830 CHF | 399 445 CHF | 99,37% | 99,37% |
12/11/2024 | 0,61% | 1,55 CHF | 1,56 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 1 217 240 CHF | 408 247 CHF | 99,38% | 99,38% |
11/11/2024 | 0,57% | 1,71 CHF | 1,72 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 1 310 780 CHF | 439 427 CHF | 99,37% | 99,37% |
08/11/2024 | 0,69% | 1,44 CHF | 1,45 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 1 085 420 CHF | 364 306 CHF | 99,37% | 99,37% |
07/11/2024 | 0,66% | 1,53 CHF | 1,54 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 1 141 570 CHF | 383 024 CHF | 98,36% | 98,36% |