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 | 0,65% | 1,48 CHF | 1,49 CHF | 300 000 | 75 000 | 300 000 | 75 000 | 456 687 CHF | 114 922 CHF | 99,16% | 99,16% |
19/11/2024 | 0,68% | 1,49 CHF | 1,50 CHF | 300 000 | 75 000 | 300 000 | 75 000 | 441 817 CHF | 111 204 CHF | 99,17% | 99,17% |
18/11/2024 | 0,66% | 1,53 CHF | 1,54 CHF | 300 000 | 75 000 | 300 000 | 75 000 | 453 922 CHF | 114 230 CHF | 99,22% | 99,22% |
15/11/2024 | 0,67% | 1,44 CHF | 1,45 CHF | 300 000 | 75 000 | 300 000 | 75 000 | 448 159 CHF | 112 790 CHF | 99,16% | 99,16% |
14/11/2024 | 0,65% | 1,54 CHF | 1,55 CHF | 300 000 | 75 000 | 300 000 | 75 000 | 461 962 CHF | 116 240 CHF | 99,15% | 99,15% |
13/11/2024 | 0,65% | 1,50 CHF | 1,51 CHF | 300 000 | 75 000 | 300 000 | 75 000 | 458 153 CHF | 115 288 CHF | 99,16% | 99,16% |
12/11/2024 | 0,62% | 1,57 CHF | 1,58 CHF | 300 000 | 75 000 | 300 000 | 75 000 | 480 988 CHF | 120 997 CHF | 99,16% | 99,16% |
11/11/2024 | 0,60% | 1,67 CHF | 1,68 CHF | 300 000 | 75 000 | 300 000 | 75 000 | 500 412 CHF | 125 853 CHF | 99,17% | 99,17% |
08/11/2024 | 0,63% | 1,59 CHF | 1,60 CHF | 300 000 | 75 000 | 300 000 | 75 000 | 476 638 CHF | 119 910 CHF | 99,17% | 99,17% |
07/11/2024 | 0,62% | 1,56 CHF | 1,57 CHF | 300 000 | 75 000 | 300 000 | 75 000 | 478 630 CHF | 120 408 CHF | 98,19% | 98,19% |