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% | 1,55 CHF | 1,56 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 475 877 CHF | 159 626 CHF | 99,36% | 99,36% |
19/11/2024 | 0,65% | 1,56 CHF | 1,57 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 460 583 CHF | 154 528 CHF | 99,38% | 99,38% |
18/11/2024 | 0,63% | 1,60 CHF | 1,61 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 473 395 CHF | 158 798 CHF | 96,50% | 96,50% |
15/11/2024 | 0,65% | 1,54 CHF | 1,55 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 459 890 CHF | 154 296 CHF | 99,38% | 99,38% |
14/11/2024 | 0,68% | 1,51 CHF | 1,52 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 442 790 CHF | 148 597 CHF | 99,37% | 99,37% |
13/11/2024 | 0,70% | 1,42 CHF | 1,43 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 428 446 CHF | 143 816 CHF | 96,92% | 96,92% |
12/11/2024 | 0,67% | 1,42 CHF | 1,43 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 448 971 CHF | 150 657 CHF | 96,88% | 96,88% |
11/11/2024 | 0,62% | 1,60 CHF | 1,61 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 483 372 CHF | 162 124 CHF | 99,25% | 99,25% |
08/11/2024 | 0,63% | 1,55 CHF | 1,56 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 471 612 CHF | 158 204 CHF | 99,28% | 99,28% |
07/11/2024 | 0,62% | 1,61 CHF | 1,62 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 484 671 CHF | 162 557 CHF | 98,68% | 98,68% |