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 | 0,65% | 1,56 CHF | 1,57 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 463 580 CHF | 155 527 CHF | 98,87% | 98,87% |
19/11/2024 | 0,65% | 1,54 CHF | 1,55 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 463 509 CHF | 155 503 CHF | 90,63% | 90,63% |
18/11/2024 | 0,66% | 1,49 CHF | 1,50 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 454 782 CHF | 152 594 CHF | 96,31% | 96,31% |
15/11/2024 | 0,65% | 1,53 CHF | 1,54 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 457 413 CHF | 153 471 CHF | 98,35% | 98,35% |
14/11/2024 | 0,63% | 1,55 CHF | 1,56 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 474 414 CHF | 159 138 CHF | 98,89% | 98,89% |
13/11/2024 | 0,62% | 1,62 CHF | 1,63 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 481 998 CHF | 161 666 CHF | 96,48% | 96,48% |
12/11/2024 | 0,65% | 1,57 CHF | 1,58 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 457 327 CHF | 153 442 CHF | 96,27% | 96,27% |
11/11/2024 | 0,67% | 1,50 CHF | 1,51 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 449 200 CHF | 150 733 CHF | 98,72% | 98,72% |
08/11/2024 | 0,66% | 1,51 CHF | 1,52 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 455 821 CHF | 152 940 CHF | 98,84% | 98,84% |
07/11/2024 | 0,65% | 1,52 CHF | 1,53 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 460 862 CHF | 154 621 CHF | 98,20% | 98,20% |