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% | 1,63 CHF | 1,64 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 321 547 CHF | 323 583 CHF | 100,00% | 100,00% |
19/11/2024 | 0,75% | 1,62 CHF | 1,63 CHF | 200 000 | 200 000 | 195 491 | 195 491 | 312 984 CHF | 315 308 CHF | 100,00% | 100,00% |
18/11/2024 | 0,66% | 1,49 CHF | 1,50 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 300 237 CHF | 302 237 CHF | 100,00% | 100,00% |
15/11/2024 | 0,66% | 1,55 CHF | 1,56 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 301 933 CHF | 303 933 CHF | 100,00% | 100,00% |
14/11/2024 | 0,67% | 1,46 CHF | 1,47 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 298 216 CHF | 300 216 CHF | 99,50% | 99,50% |
13/11/2024 | 0,65% | 1,54 CHF | 1,55 CHF | 200 000 | 200 000 | 197 471 | 197 471 | 303 927 CHF | 305 909 CHF | 99,32% | 99,32% |
12/11/2024 | 0,66% | 1,53 CHF | 1,54 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 301 807 CHF | 303 807 CHF | 100,00% | 100,00% |
11/11/2024 | 0,70% | 1,45 CHF | 1,46 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 285 490 CHF | 287 490 CHF | 100,00% | 100,00% |
08/11/2024 | 0,69% | 1,45 CHF | 1,46 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 287 061 CHF | 289 061 CHF | 100,00% | 100,00% |
07/11/2024 | 0,73% | 1,41 CHF | 1,42 CHF | 200 000 | 200 000 | 193 515 | 193 515 | 270 346 CHF | 272 300 CHF | 99,13% | 99,13% |