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 | 0,57% | 1,75 CHF | 1,76 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 520 614 CHF | 174 538 CHF | 99,44% | 99,44% |
19/11/2024 | 0,58% | 1,75 CHF | 1,76 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 518 467 CHF | 173 822 CHF | 98,94% | 98,94% |
18/11/2024 | 0,57% | 1,75 CHF | 1,76 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 523 090 CHF | 175 363 CHF | 97,69% | 97,69% |
15/11/2024 | 0,57% | 1,75 CHF | 1,76 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 522 339 CHF | 175 113 CHF | 99,44% | 99,44% |
14/11/2024 | 0,62% | 1,60 CHF | 1,61 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 486 205 CHF | 163 068 CHF | 99,44% | 99,44% |
13/11/2024 | 0,62% | 1,61 CHF | 1,62 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 481 244 CHF | 161 415 CHF | 96,93% | 96,93% |
12/11/2024 | 0,64% | 1,57 CHF | 1,58 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 469 941 CHF | 157 647 CHF | 96,81% | 96,81% |
11/11/2024 | 0,65% | 1,54 CHF | 1,55 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 458 099 CHF | 153 700 CHF | 98,87% | 98,87% |
08/11/2024 | 0,65% | 1,54 CHF | 1,55 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 458 426 CHF | 153 809 CHF | 93,35% | 93,35% |
07/11/2024 | 0,64% | 1,56 CHF | 1,57 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 466 681 CHF | 156 560 CHF | 98,70% | 98,70% |