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 | 0,66% | 1,48 CHF | 1,49 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 454 368 CHF | 152 456 CHF | 99,37% | 99,37% |
19/11/2024 | 0,65% | 1,52 CHF | 1,53 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 460 875 CHF | 154 625 CHF | 99,37% | 99,37% |
18/11/2024 | 0,61% | 1,60 CHF | 1,61 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 488 203 CHF | 163 734 CHF | 97,51% | 97,51% |
15/11/2024 | 0,60% | 1,67 CHF | 1,68 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 496 672 CHF | 166 557 CHF | 99,38% | 99,38% |
14/11/2024 | 0,59% | 1,64 CHF | 1,65 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 511 176 CHF | 171 392 CHF | 99,37% | 99,37% |
13/11/2024 | 0,62% | 1,65 CHF | 1,66 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 482 010 CHF | 161 670 CHF | 96,85% | 96,85% |
12/11/2024 | 0,62% | 1,61 CHF | 1,62 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 482 511 CHF | 161 837 CHF | 96,89% | 96,89% |
11/11/2024 | 0,68% | 1,55 CHF | 1,56 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 437 131 CHF | 146 710 CHF | 99,34% | 99,34% |
08/11/2024 | 0,72% | 1,39 CHF | 1,40 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 417 792 CHF | 140 264 CHF | 99,27% | 99,27% |
07/11/2024 | 0,72% | 1,36 CHF | 1,37 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 414 619 CHF | 139 206 CHF | 98,70% | 98,70% |