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 | 0,67% | 1,47 CHF | 1,48 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 448 693 CHF | 150 564 CHF | 99,43% | 99,43% |
19/11/2024 | 0,68% | 1,44 CHF | 1,45 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 439 665 CHF | 147 555 CHF | 99,42% | 99,42% |
18/11/2024 | 0,69% | 1,48 CHF | 1,49 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 434 188 CHF | 145 729 CHF | 97,61% | 97,61% |
15/11/2024 | 0,66% | 1,44 CHF | 1,45 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 455 493 CHF | 152 831 CHF | 99,43% | 99,43% |
14/11/2024 | 0,61% | 1,61 CHF | 1,62 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 493 383 CHF | 165 461 CHF | 99,42% | 99,42% |
13/11/2024 | 0,58% | 1,62 CHF | 1,63 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 518 025 CHF | 173 675 CHF | 94,86% | 94,86% |
12/11/2024 | 0,54% | 1,71 CHF | 1,72 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 555 898 CHF | 186 299 CHF | 96,95% | 96,95% |
11/11/2024 | 0,49% | 1,94 CHF | 1,95 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 612 449 CHF | 205 150 CHF | 99,46% | 99,46% |
08/11/2024 | 0,47% | 2,13 CHF | 2,14 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 632 497 CHF | 211 832 CHF | 90,73% | 90,73% |
07/11/2024 | 0,47% | 2,12 CHF | 2,13 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 637 579 CHF | 213 526 CHF | 98,67% | 98,67% |