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 | 0,53% | 1,84 CHF | 1,85 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 561 341 CHF | 188 114 CHF | 99,36% | 99,36% |
19/11/2024 | 0,55% | 1,84 CHF | 1,85 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 546 024 CHF | 183 008 CHF | 99,38% | 99,38% |
18/11/2024 | 0,54% | 1,89 CHF | 1,90 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 559 091 CHF | 187 364 CHF | 96,60% | 96,60% |
15/11/2024 | 0,55% | 1,82 CHF | 1,83 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 545 892 CHF | 182 964 CHF | 99,38% | 99,38% |
14/11/2024 | 0,57% | 1,80 CHF | 1,81 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 528 608 CHF | 177 203 CHF | 99,37% | 99,37% |
13/11/2024 | 0,58% | 1,71 CHF | 1,72 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 514 194 CHF | 172 398 CHF | 96,90% | 96,90% |
12/11/2024 | 0,56% | 1,71 CHF | 1,72 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 534 590 CHF | 179 197 CHF | 96,92% | 96,92% |
11/11/2024 | 0,53% | 1,89 CHF | 1,90 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 569 120 CHF | 190 707 CHF | 99,25% | 99,25% |
08/11/2024 | 0,54% | 1,84 CHF | 1,85 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 557 549 CHF | 186 850 CHF | 99,28% | 99,28% |
07/11/2024 | 0,52% | 1,89 CHF | 1,90 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 570 842 CHF | 191 281 CHF | 98,70% | 98,70% |