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 | 0,54% | 1,83 CHF | 1,84 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 367 743 CHF | 369 743 CHF | 99,81% | 99,81% |
19/11/2024 | 0,56% | 1,80 CHF | 1,81 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 357 897 CHF | 359 897 CHF | 99,72% | 99,72% |
18/11/2024 | 0,55% | 1,83 CHF | 1,84 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 365 043 CHF | 367 043 CHF | 99,71% | 99,71% |
15/11/2024 | 0,53% | 1,85 CHF | 1,86 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 374 591 CHF | 376 591 CHF | 99,81% | 99,81% |
14/11/2024 | 0,53% | 1,90 CHF | 1,91 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 378 425 CHF | 380 425 CHF | 99,81% | 99,81% |
13/11/2024 | 0,53% | 1,86 CHF | 1,87 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 374 957 CHF | 376 957 CHF | 99,81% | 99,81% |
12/11/2024 | 0,52% | 1,88 CHF | 1,89 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 384 345 CHF | 386 345 CHF | 99,50% | 99,50% |
11/11/2024 | 0,51% | 1,96 CHF | 1,97 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 391 555 CHF | 393 555 CHF | 99,72% | 99,72% |
08/11/2024 | 0,52% | 1,93 CHF | 1,94 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 385 316 CHF | 387 316 CHF | 99,81% | 99,81% |
07/11/2024 | 0,51% | 1,96 CHF | 1,97 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 391 162 CHF | 393 162 CHF | 95,70% | 95,70% |