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 | 0,55% | 1,80 CHF | 1,81 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 095 540 CHF | 367 180 CHF | 98,89% | 98,89% |
19/11/2024 | 0,56% | 1,78 CHF | 1,79 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 064 210 CHF | 356 738 CHF | 97,94% | 97,94% |
18/11/2024 | 0,54% | 1,86 CHF | 1,87 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 110 460 CHF | 372 153 CHF | 97,18% | 97,18% |
15/11/2024 | 0,54% | 1,84 CHF | 1,85 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 099 430 CHF | 368 477 CHF | 98,26% | 98,26% |
14/11/2024 | 0,56% | 1,82 CHF | 1,83 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 071 590 CHF | 359 196 CHF | 98,91% | 98,91% |
13/11/2024 | 0,57% | 1,71 CHF | 1,72 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 057 790 CHF | 354 597 CHF | 86,84% | 86,84% |
12/11/2024 | 0,55% | 1,77 CHF | 1,78 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 091 970 CHF | 365 989 CHF | 96,37% | 96,37% |
11/11/2024 | 0,55% | 1,86 CHF | 1,87 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 086 260 CHF | 364 086 CHF | 98,94% | 98,94% |
08/11/2024 | 0,57% | 1,72 CHF | 1,73 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 045 870 CHF | 350 623 CHF | 90,11% | 90,11% |
07/11/2024 | 0,53% | 1,85 CHF | 1,86 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 129 320 CHF | 378 441 CHF | 98,25% | 98,25% |