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 | 0,60% | 1,64 CHF | 1,65 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 992 045 CHF | 332 682 CHF | 98,91% | 98,91% |
19/11/2024 | 0,58% | 1,67 CHF | 1,68 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 039 300 CHF | 348 432 CHF | 90,32% | 90,32% |
18/11/2024 | 0,53% | 1,89 CHF | 1,90 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 134 740 CHF | 380 245 CHF | 97,03% | 97,03% |
15/11/2024 | 0,52% | 1,92 CHF | 1,93 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 152 340 CHF | 386 113 CHF | 98,92% | 98,92% |
14/11/2024 | 0,51% | 1,95 CHF | 1,96 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 168 630 CHF | 391 545 CHF | 98,93% | 98,93% |
13/11/2024 | 0,52% | 1,94 CHF | 1,95 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 160 930 CHF | 388 976 CHF | 96,51% | 96,51% |
12/11/2024 | 0,52% | 1,94 CHF | 1,95 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 151 610 CHF | 385 871 CHF | 96,49% | 96,49% |
11/11/2024 | 0,53% | 1,92 CHF | 1,93 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 139 630 CHF | 381 876 CHF | 98,86% | 98,86% |
08/11/2024 | 0,53% | 1,89 CHF | 1,90 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 126 620 CHF | 377 541 CHF | 98,88% | 98,88% |
07/11/2024 | 0,54% | 1,85 CHF | 1,86 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 103 420 CHF | 369 806 CHF | 98,25% | 98,25% |