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 | 0,63% | 1,49 CHF | 1,50 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 473 191 CHF | 158 730 CHF | 90,50% | 90,50% |
19/11/2024 | 0,64% | 1,58 CHF | 1,59 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 467 293 CHF | 156 764 CHF | 95,58% | 95,58% |
18/11/2024 | 0,61% | 1,65 CHF | 1,66 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 488 459 CHF | 163 820 CHF | 94,05% | 94,05% |
15/11/2024 | 0,64% | 1,53 CHF | 1,54 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 464 054 CHF | 155 685 CHF | 94,65% | 94,65% |
14/11/2024 | 0,66% | 1,55 CHF | 1,56 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 456 317 CHF | 153 106 CHF | 97,41% | 97,41% |
13/11/2024 | 0,66% | 1,47 CHF | 1,48 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 450 880 CHF | 151 293 CHF | 96,75% | 96,75% |
12/11/2024 | 0,64% | 1,48 CHF | 1,49 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 468 873 CHF | 157 291 CHF | 93,19% | 93,19% |
11/11/2024 | 0,62% | 1,63 CHF | 1,64 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 481 805 CHF | 161 602 CHF | 95,36% | 95,36% |
08/11/2024 | 0,64% | 1,54 CHF | 1,55 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 468 177 CHF | 157 059 CHF | 98,20% | 98,20% |
07/11/2024 | 0,61% | 1,62 CHF | 1,63 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 493 616 CHF | 165 539 CHF | 97,69% | 97,69% |