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 | 0,58% | 1,70 CHF | 1,71 CHF | 600 000 | 250 000 | 600 000 | 250 000 | 1 032 970 CHF | 432 905 CHF | 97,63% | 97,63% |
19/11/2024 | 0,59% | 1,69 CHF | 1,70 CHF | 600 000 | 250 000 | 600 000 | 250 000 | 1 010 910 CHF | 423 711 CHF | 89,95% | 89,95% |
18/11/2024 | 0,60% | 1,70 CHF | 1,71 CHF | 600 000 | 250 000 | 600 000 | 250 000 | 1 004 140 CHF | 420 892 CHF | 94,69% | 94,69% |
15/11/2024 | 0,59% | 1,70 CHF | 1,71 CHF | 600 000 | 250 000 | 600 000 | 250 000 | 1 013 920 CHF | 424 968 CHF | 97,21% | 97,21% |
14/11/2024 | 0,58% | 1,73 CHF | 1,74 CHF | 600 000 | 250 000 | 600 000 | 250 000 | 1 033 420 CHF | 433 092 CHF | 98,85% | 98,85% |
13/11/2024 | 0,64% | 1,54 CHF | 1,55 CHF | 600 000 | 250 000 | 600 000 | 250 000 | 933 369 CHF | 391 404 CHF | 96,15% | 96,15% |
12/11/2024 | 0,61% | 1,59 CHF | 1,60 CHF | 600 000 | 250 000 | 600 000 | 250 000 | 982 896 CHF | 412 040 CHF | 94,93% | 94,93% |
11/11/2024 | 0,59% | 1,71 CHF | 1,72 CHF | 600 000 | 250 000 | 600 000 | 250 000 | 1 017 590 CHF | 426 497 CHF | 94,69% | 94,69% |
08/11/2024 | 0,60% | 1,68 CHF | 1,69 CHF | 600 000 | 250 000 | 600 000 | 250 000 | 992 286 CHF | 415 953 CHF | 90,64% | 90,64% |
07/11/2024 | 0,62% | 1,63 CHF | 1,64 CHF | 600 000 | 250 000 | 600 000 | 250 000 | 971 357 CHF | 407 232 CHF | 97,97% | 97,97% |