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% | 1,73 CHF | 1,74 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 514 611 CHF | 172 537 CHF | 99,37% | 99,37% |
19/11/2024 | 0,59% | 1,74 CHF | 1,75 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 506 669 CHF | 169 890 CHF | 99,37% | 99,37% |
18/11/2024 | 0,61% | 1,68 CHF | 1,69 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 489 316 CHF | 164 105 CHF | 99,38% | 99,38% |
15/11/2024 | 0,64% | 1,50 CHF | 1,51 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 470 476 CHF | 157 825 CHF | 99,36% | 99,36% |
14/11/2024 | 0,53% | 1,95 CHF | 1,96 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 563 586 CHF | 188 862 CHF | 99,37% | 99,37% |
13/11/2024 | 0,55% | 1,89 CHF | 1,90 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 547 603 CHF | 183 534 CHF | 99,38% | 99,38% |
12/11/2024 | 0,54% | 1,84 CHF | 1,85 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 551 824 CHF | 184 941 CHF | 99,15% | 99,15% |
11/11/2024 | 0,52% | 1,88 CHF | 1,89 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 571 568 CHF | 191 523 CHF | 99,38% | 99,38% |
08/11/2024 | 0,53% | 1,88 CHF | 1,89 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 560 804 CHF | 187 935 CHF | 99,37% | 99,37% |
07/11/2024 | 0,56% | 1,79 CHF | 1,80 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 534 479 CHF | 179 160 CHF | 98,58% | 98,58% |