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% | 1,86 CHF | 1,87 CHF | 600 000 | 250 000 | 600 000 | 250 000 | 1 128 640 CHF | 472 767 CHF | 97,65% | 97,65% |
19/11/2024 | 0,54% | 1,85 CHF | 1,86 CHF | 600 000 | 250 000 | 600 000 | 250 000 | 1 106 390 CHF | 463 498 CHF | 89,96% | 89,96% |
18/11/2024 | 0,54% | 1,86 CHF | 1,87 CHF | 600 000 | 250 000 | 600 000 | 250 000 | 1 099 900 CHF | 460 790 CHF | 94,33% | 94,33% |
15/11/2024 | 0,54% | 1,85 CHF | 1,86 CHF | 600 000 | 250 000 | 600 000 | 250 000 | 1 109 870 CHF | 464 946 CHF | 97,20% | 97,20% |
14/11/2024 | 0,53% | 1,89 CHF | 1,90 CHF | 600 000 | 250 000 | 600 000 | 250 000 | 1 129 190 CHF | 472 995 CHF | 98,85% | 98,85% |
13/11/2024 | 0,58% | 1,70 CHF | 1,71 CHF | 600 000 | 250 000 | 600 000 | 250 000 | 1 029 210 CHF | 431 336 CHF | 96,03% | 96,03% |
12/11/2024 | 0,55% | 1,75 CHF | 1,76 CHF | 600 000 | 250 000 | 600 000 | 250 000 | 1 078 590 CHF | 451 913 CHF | 94,85% | 94,85% |
11/11/2024 | 0,54% | 1,87 CHF | 1,88 CHF | 600 000 | 250 000 | 600 000 | 250 000 | 1 113 430 CHF | 466 427 CHF | 94,68% | 94,68% |
08/11/2024 | 0,55% | 1,84 CHF | 1,85 CHF | 600 000 | 250 000 | 600 000 | 250 000 | 1 088 270 CHF | 455 945 CHF | 90,68% | 90,68% |
07/11/2024 | 0,56% | 1,79 CHF | 1,80 CHF | 600 000 | 250 000 | 600 000 | 250 000 | 1 067 640 CHF | 447 352 CHF | 97,99% | 97,99% |