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 | 0,65% | 1,50 CHF | 1,51 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 919 067 CHF | 308 356 CHF | 99,37% | 99,37% |
19/11/2024 | 0,69% | 1,45 CHF | 1,46 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 872 201 CHF | 292 734 CHF | 99,38% | 99,38% |
18/11/2024 | 0,68% | 1,48 CHF | 1,49 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 883 962 CHF | 296 654 CHF | 99,26% | 99,26% |
15/11/2024 | 0,72% | 1,43 CHF | 1,44 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 827 178 CHF | 277 726 CHF | 99,37% | 99,37% |
14/11/2024 | 0,72% | 1,48 CHF | 1,49 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 832 880 CHF | 279 627 CHF | 99,37% | 99,37% |
13/11/2024 | 0,67% | 1,49 CHF | 1,50 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 892 581 CHF | 299 527 CHF | 99,37% | 99,37% |
12/11/2024 | 0,69% | 1,39 CHF | 1,40 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 867 161 CHF | 291 054 CHF | 99,38% | 99,38% |
11/11/2024 | 0,64% | 1,54 CHF | 1,55 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 930 909 CHF | 312 303 CHF | 99,38% | 99,38% |
08/11/2024 | 0,65% | 1,53 CHF | 1,54 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 917 126 CHF | 307 709 CHF | 99,37% | 99,37% |
07/11/2024 | 0,62% | 1,57 CHF | 1,58 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 957 818 CHF | 321 273 CHF | 98,37% | 98,37% |