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 | 0,53% | 1,80 CHF | 1,81 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 565 508 CHF | 189 503 CHF | 90,35% | 90,35% |
19/11/2024 | 0,54% | 1,89 CHF | 1,90 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 559 334 CHF | 187 444 CHF | 95,61% | 95,61% |
18/11/2024 | 0,51% | 1,96 CHF | 1,97 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 581 068 CHF | 194 689 CHF | 94,19% | 94,19% |
15/11/2024 | 0,54% | 1,84 CHF | 1,85 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 556 621 CHF | 186 540 CHF | 94,66% | 94,66% |
14/11/2024 | 0,55% | 1,86 CHF | 1,87 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 548 664 CHF | 183 888 CHF | 97,43% | 97,43% |
13/11/2024 | 0,55% | 1,78 CHF | 1,79 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 543 334 CHF | 182 111 CHF | 96,74% | 96,74% |
12/11/2024 | 0,53% | 1,79 CHF | 1,80 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 560 808 CHF | 187 936 CHF | 95,03% | 95,03% |
11/11/2024 | 0,52% | 1,93 CHF | 1,94 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 574 301 CHF | 192 434 CHF | 95,36% | 95,36% |
08/11/2024 | 0,53% | 1,85 CHF | 1,86 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 560 742 CHF | 187 914 CHF | 98,20% | 98,20% |
07/11/2024 | 0,51% | 1,92 CHF | 1,93 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 586 532 CHF | 196 511 CHF | 97,66% | 97,66% |