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 | 0,61% | 1,65 CHF | 1,66 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 490 534 CHF | 164 511 CHF | 99,38% | 99,38% |
19/11/2024 | 0,62% | 1,65 CHF | 1,66 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 485 841 CHF | 162 947 CHF | 99,37% | 99,37% |
18/11/2024 | 0,63% | 1,62 CHF | 1,63 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 476 068 CHF | 159 689 CHF | 99,38% | 99,38% |
15/11/2024 | 0,64% | 1,51 CHF | 1,52 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 464 512 CHF | 155 837 CHF | 99,36% | 99,36% |
14/11/2024 | 0,57% | 1,78 CHF | 1,79 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 521 460 CHF | 174 820 CHF | 99,37% | 99,37% |
13/11/2024 | 0,58% | 1,75 CHF | 1,76 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 512 001 CHF | 171 667 CHF | 99,38% | 99,38% |
12/11/2024 | 0,58% | 1,71 CHF | 1,72 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 514 047 CHF | 172 349 CHF | 99,15% | 99,15% |
11/11/2024 | 0,57% | 1,74 CHF | 1,75 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 525 793 CHF | 176 264 CHF | 99,38% | 99,38% |
08/11/2024 | 0,58% | 1,74 CHF | 1,75 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 519 513 CHF | 174 171 CHF | 99,37% | 99,37% |
07/11/2024 | 0,60% | 1,68 CHF | 1,69 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 502 335 CHF | 168 445 CHF | 98,58% | 98,58% |