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 | 0,64% | 1,56 CHF | 1,57 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 781 741 CHF | 157 348 CHF | 99,27% | 99,27% |
19/11/2024 | 0,66% | 1,51 CHF | 1,52 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 754 272 CHF | 151 854 CHF | 99,27% | 99,27% |
18/11/2024 | 0,63% | 1,58 CHF | 1,59 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 786 547 CHF | 158 309 CHF | 99,27% | 99,27% |
15/11/2024 | 0,62% | 1,59 CHF | 1,60 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 804 902 CHF | 161 980 CHF | 99,27% | 99,27% |
14/11/2024 | 0,63% | 1,64 CHF | 1,65 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 796 618 CHF | 160 324 CHF | 99,27% | 99,27% |
13/11/2024 | 0,66% | 1,55 CHF | 1,56 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 759 623 CHF | 152 925 CHF | 99,27% | 99,27% |
12/11/2024 | 0,61% | 1,61 CHF | 1,62 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 823 613 CHF | 165 723 CHF | 99,25% | 99,25% |
11/11/2024 | 0,60% | 1,68 CHF | 1,69 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 836 917 CHF | 168 383 CHF | 99,27% | 99,27% |
08/11/2024 | 0,62% | 1,61 CHF | 1,62 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 808 629 CHF | 162 726 CHF | 99,26% | 99,26% |
07/11/2024 | 0,63% | 1,60 CHF | 1,61 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 797 271 CHF | 160 454 CHF | 1,12% | 1,12% |