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 | 0,58% | 1,75 CHF | 1,76 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 519 668 CHF | 174 223 CHF | 98,88% | 98,88% |
19/11/2024 | 0,58% | 1,72 CHF | 1,73 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 519 786 CHF | 174 262 CHF | 90,63% | 90,63% |
18/11/2024 | 0,59% | 1,68 CHF | 1,69 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 511 211 CHF | 171 404 CHF | 96,51% | 96,51% |
15/11/2024 | 0,58% | 1,72 CHF | 1,73 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 513 790 CHF | 172 263 CHF | 98,35% | 98,35% |
14/11/2024 | 0,56% | 1,73 CHF | 1,74 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 530 714 CHF | 177 905 CHF | 98,89% | 98,89% |
13/11/2024 | 0,56% | 1,81 CHF | 1,82 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 538 321 CHF | 180 440 CHF | 96,34% | 96,34% |
12/11/2024 | 0,58% | 1,76 CHF | 1,77 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 513 655 CHF | 172 218 CHF | 96,20% | 96,20% |
11/11/2024 | 0,59% | 1,68 CHF | 1,69 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 505 731 CHF | 169 577 CHF | 98,72% | 98,72% |
08/11/2024 | 0,58% | 1,70 CHF | 1,71 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 512 438 CHF | 171 813 CHF | 98,85% | 98,85% |
07/11/2024 | 0,58% | 1,71 CHF | 1,72 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 517 680 CHF | 173 560 CHF | 98,20% | 98,20% |