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% | 1,55 CHF | 1,56 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 459 659 CHF | 154 220 CHF | 98,36% | 98,36% |
19/11/2024 | 0,64% | 1,54 CHF | 1,55 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 466 540 CHF | 156 513 CHF | 97,52% | 97,52% |
18/11/2024 | 0,66% | 1,53 CHF | 1,54 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 454 823 CHF | 152 608 CHF | 96,01% | 96,01% |
15/11/2024 | 0,66% | 1,50 CHF | 1,51 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 452 826 CHF | 151 942 CHF | 98,90% | 98,90% |
14/11/2024 | 0,64% | 1,55 CHF | 1,56 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 465 943 CHF | 156 314 CHF | 96,90% | 96,90% |
13/11/2024 | 0,64% | 1,56 CHF | 1,57 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 463 922 CHF | 155 641 CHF | 94,57% | 94,57% |
12/11/2024 | 0,65% | 1,54 CHF | 1,55 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 456 756 CHF | 153 252 CHF | 94,63% | 94,63% |
11/11/2024 | 0,65% | 1,51 CHF | 1,52 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 456 520 CHF | 153 173 CHF | 96,47% | 96,47% |
08/11/2024 | 0,65% | 1,53 CHF | 1,54 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 457 770 CHF | 153 590 CHF | 92,06% | 92,06% |
07/11/2024 | 0,65% | 1,54 CHF | 1,55 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 463 492 CHF | 155 497 CHF | 97,60% | 97,60% |