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% | 1,80 CHF | 1,81 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 356 517 CHF | 358 638 CHF | 100,00% | 100,00% |
19/11/2024 | 0,71% | 1,79 CHF | 1,80 CHF | 200 000 | 200 000 | 195 491 | 195 491 | 347 004 CHF | 349 452 CHF | 100,00% | 100,00% |
18/11/2024 | 0,59% | 1,67 CHF | 1,68 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 335 266 CHF | 337 266 CHF | 100,00% | 100,00% |
15/11/2024 | 0,59% | 1,72 CHF | 1,73 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 336 825 CHF | 338 825 CHF | 100,00% | 100,00% |
14/11/2024 | 0,60% | 1,64 CHF | 1,65 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 333 210 CHF | 335 210 CHF | 99,49% | 99,49% |
13/11/2024 | 0,59% | 1,72 CHF | 1,73 CHF | 200 000 | 200 000 | 197 471 | 197 471 | 338 275 CHF | 340 256 CHF | 99,32% | 99,32% |
12/11/2024 | 0,59% | 1,71 CHF | 1,72 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 336 795 CHF | 338 795 CHF | 100,00% | 100,00% |
11/11/2024 | 0,62% | 1,62 CHF | 1,63 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 320 200 CHF | 322 200 CHF | 100,00% | 100,00% |
08/11/2024 | 0,62% | 1,62 CHF | 1,63 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 322 198 CHF | 324 198 CHF | 100,00% | 100,00% |
07/11/2024 | 0,65% | 1,59 CHF | 1,60 CHF | 200 000 | 200 000 | 193 515 | 193 515 | 304 060 CHF | 306 018 CHF | 99,13% | 99,13% |