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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 0,66% | 1,49 CHF | 1,50 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 449 870 CHF | 150 957 CHF | 98,82% | 98,82% |
22/11/2024 | 0,68% | 1,48 CHF | 1,49 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 439 604 CHF | 147 535 CHF | 99,29% | 99,29% |
20/11/2024 | 0,69% | 1,45 CHF | 1,46 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 430 882 CHF | 144 627 CHF | 99,38% | 99,38% |
19/11/2024 | 0,70% | 1,45 CHF | 1,46 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 426 050 CHF | 143 017 CHF | 99,37% | 99,37% |
18/11/2024 | 0,72% | 1,42 CHF | 1,43 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 416 068 CHF | 139 689 CHF | 99,38% | 99,38% |
15/11/2024 | 0,74% | 1,31 CHF | 1,32 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 404 579 CHF | 135 860 CHF | 99,36% | 99,36% |
14/11/2024 | 0,65% | 1,58 CHF | 1,59 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 461 460 CHF | 154 820 CHF | 99,37% | 99,37% |
13/11/2024 | 0,66% | 1,55 CHF | 1,56 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 452 033 CHF | 151 678 CHF | 99,38% | 99,38% |
12/11/2024 | 0,66% | 1,51 CHF | 1,52 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 454 047 CHF | 152 349 CHF | 99,15% | 99,15% |
11/11/2024 | 0,64% | 1,54 CHF | 1,55 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 465 793 CHF | 156 264 CHF | 99,38% | 99,38% |