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 | 0,71% | 1,38 CHF | 1,39 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 418 952 CHF | 140 651 CHF | 97,80% | 97,80% |
19/11/2024 | 0,70% | 1,43 CHF | 1,44 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 426 997 CHF | 143 332 CHF | 93,00% | 93,00% |
18/11/2024 | 0,68% | 1,44 CHF | 1,45 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 438 731 CHF | 147 244 CHF | 93,74% | 93,74% |
15/11/2024 | 0,68% | 1,51 CHF | 1,52 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 437 646 CHF | 146 882 CHF | 96,44% | 96,44% |
14/11/2024 | 0,69% | 1,46 CHF | 1,47 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 435 080 CHF | 146 027 CHF | 97,73% | 97,73% |
13/11/2024 | 0,68% | 1,45 CHF | 1,46 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 439 100 CHF | 147 367 CHF | 94,88% | 94,88% |
12/11/2024 | 0,66% | 1,48 CHF | 1,49 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 450 580 CHF | 151 193 CHF | 96,35% | 96,35% |
11/11/2024 | 0,65% | 1,52 CHF | 1,53 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 456 630 CHF | 153 210 CHF | 96,37% | 96,37% |
08/11/2024 | 0,64% | 1,56 CHF | 1,57 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 470 300 CHF | 157 767 CHF | 92,15% | 92,15% |
07/11/2024 | 0,63% | 1,56 CHF | 1,57 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 477 926 CHF | 160 309 CHF | 98,22% | 98,22% |