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 | 0,71% | 1,42 CHF | 1,43 CHF | 300 000 | 50 000 | 300 000 | 50 000 | 419 159 CHF | 70 360 CHF | 99,17% | 99,17% |
19/11/2024 | 0,68% | 1,35 CHF | 1,36 CHF | 300 000 | 50 000 | 300 000 | 50 000 | 439 710 CHF | 73 785 CHF | 96,62% | 96,62% |
18/11/2024 | 0,61% | 1,65 CHF | 1,66 CHF | 300 000 | 50 000 | 300 000 | 89 146 | 487 787 CHF | 145 672 CHF | 99,21% | 99,21% |
15/11/2024 | 0,61% | 1,62 CHF | 1,63 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 488 722 CHF | 163 908 CHF | 99,17% | 99,17% |
14/11/2024 | 0,59% | 1,70 CHF | 1,71 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 504 545 CHF | 169 182 CHF | 99,15% | 99,15% |
13/11/2024 | 0,61% | 1,67 CHF | 1,68 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 488 006 CHF | 163 669 CHF | 99,16% | 99,16% |
12/11/2024 | 0,56% | 1,75 CHF | 1,76 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 537 241 CHF | 180 080 CHF | 99,17% | 99,17% |
11/11/2024 | 0,53% | 1,84 CHF | 1,85 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 566 133 CHF | 189 711 CHF | 99,16% | 99,16% |
08/11/2024 | 0,56% | 1,81 CHF | 1,82 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 537 132 CHF | 180 044 CHF | 99,17% | 99,17% |
07/11/2024 | 0,55% | 1,77 CHF | 1,78 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 547 384 CHF | 183 461 CHF | 98,19% | 98,19% |