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 | 0,74% | 1,39 CHF | 1,40 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 406 477 CHF | 136 492 CHF | 99,31% | 99,31% |
19/11/2024 | 0,73% | 1,38 CHF | 1,39 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 407 374 CHF | 136 791 CHF | 99,35% | 99,35% |
18/11/2024 | 0,73% | 1,39 CHF | 1,40 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 408 649 CHF | 137 216 CHF | 94,65% | 94,65% |
15/11/2024 | 0,66% | 1,44 CHF | 1,45 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 454 675 CHF | 152 558 CHF | 99,37% | 99,37% |
14/11/2024 | 0,63% | 1,55 CHF | 1,56 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 471 864 CHF | 158 288 CHF | 99,34% | 99,34% |
13/11/2024 | 0,61% | 1,58 CHF | 1,59 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 487 459 CHF | 163 486 CHF | 93,36% | 93,36% |
12/11/2024 | 0,57% | 1,73 CHF | 1,74 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 528 946 CHF | 177 315 CHF | 96,89% | 96,89% |
11/11/2024 | 0,57% | 1,81 CHF | 1,82 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 523 138 CHF | 175 379 CHF | 99,38% | 99,38% |
08/11/2024 | 0,57% | 1,69 CHF | 1,70 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 525 090 CHF | 176 030 CHF | 90,83% | 90,83% |
07/11/2024 | 0,62% | 1,73 CHF | 1,74 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 480 448 CHF | 161 149 CHF | 88,27% | 88,27% |