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% | 1,72 CHF | 1,73 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 521 280 CHF | 174 760 CHF | 99,06% | 99,06% |
19/11/2024 | 0,59% | 1,75 CHF | 1,76 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 509 073 CHF | 170 691 CHF | 98,92% | 98,92% |
18/11/2024 | 0,57% | 1,79 CHF | 1,80 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 529 280 CHF | 177 427 CHF | 97,46% | 97,46% |
15/11/2024 | 0,57% | 1,77 CHF | 1,78 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 527 902 CHF | 176 967 CHF | 99,45% | 99,45% |
14/11/2024 | 0,61% | 1,67 CHF | 1,68 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 493 076 CHF | 165 359 CHF | 99,44% | 99,44% |
13/11/2024 | 0,65% | 1,50 CHF | 1,51 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 458 711 CHF | 153 904 CHF | 96,92% | 96,92% |
12/11/2024 | 0,62% | 1,51 CHF | 1,52 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 486 024 CHF | 163 008 CHF | 96,77% | 96,77% |
11/11/2024 | 0,57% | 1,72 CHF | 1,73 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 520 545 CHF | 174 515 CHF | 98,58% | 98,58% |
08/11/2024 | 0,57% | 1,75 CHF | 1,76 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 522 745 CHF | 175 248 CHF | 93,40% | 93,40% |
07/11/2024 | 0,54% | 1,88 CHF | 1,89 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 553 192 CHF | 185 397 CHF | 98,67% | 98,67% |