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 | 0,59% | 1,67 CHF | 1,68 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 016 850 CHF | 340 948 CHF | 98,89% | 98,89% |
19/11/2024 | 0,61% | 1,65 CHF | 1,66 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 985 596 CHF | 330 532 CHF | 97,93% | 97,93% |
18/11/2024 | 0,58% | 1,73 CHF | 1,74 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 031 570 CHF | 345 855 CHF | 97,19% | 97,19% |
15/11/2024 | 0,59% | 1,71 CHF | 1,72 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 020 490 CHF | 342 162 CHF | 98,27% | 98,27% |
14/11/2024 | 0,60% | 1,69 CHF | 1,70 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 992 787 CHF | 332 929 CHF | 98,90% | 98,90% |
13/11/2024 | 0,61% | 1,58 CHF | 1,59 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 978 883 CHF | 328 294 CHF | 86,97% | 86,97% |
12/11/2024 | 0,59% | 1,64 CHF | 1,65 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 013 220 CHF | 339 739 CHF | 96,43% | 96,43% |
11/11/2024 | 0,59% | 1,73 CHF | 1,74 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 007 370 CHF | 337 791 CHF | 98,93% | 98,93% |
08/11/2024 | 0,62% | 1,59 CHF | 1,60 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 966 850 CHF | 324 283 CHF | 90,13% | 90,13% |
07/11/2024 | 0,57% | 1,72 CHF | 1,73 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 049 980 CHF | 351 994 CHF | 98,26% | 98,26% |