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 | 0,57% | 1,69 CHF | 1,70 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 525 777 CHF | 176 259 CHF | 99,38% | 99,38% |
19/11/2024 | 0,58% | 1,73 CHF | 1,74 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 516 041 CHF | 173 014 CHF | 99,38% | 99,38% |
18/11/2024 | 0,57% | 1,75 CHF | 1,76 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 522 983 CHF | 175 328 CHF | 99,38% | 99,38% |
15/11/2024 | 0,55% | 1,80 CHF | 1,81 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 543 266 CHF | 182 089 CHF | 99,36% | 99,36% |
14/11/2024 | 0,55% | 1,84 CHF | 1,85 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 544 899 CHF | 182 633 CHF | 99,38% | 99,38% |
13/11/2024 | 0,57% | 1,81 CHF | 1,82 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 528 012 CHF | 177 004 CHF | 99,38% | 99,38% |
12/11/2024 | 0,55% | 1,74 CHF | 1,75 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 548 152 CHF | 183 717 CHF | 99,15% | 99,15% |
11/11/2024 | 0,53% | 1,87 CHF | 1,88 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 564 645 CHF | 189 215 CHF | 99,38% | 99,38% |
08/11/2024 | 0,55% | 1,83 CHF | 1,84 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 547 554 CHF | 183 518 CHF | 99,38% | 99,38% |
07/11/2024 | 0,55% | 1,84 CHF | 1,85 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 547 605 CHF | 183 535 CHF | 98,59% | 98,59% |