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 | 0,68% | 1,48 CHF | 1,49 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 437 231 CHF | 146 744 CHF | 99,44% | 99,44% |
19/11/2024 | 0,72% | 1,40 CHF | 1,41 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 416 518 CHF | 139 839 CHF | 99,44% | 99,44% |
18/11/2024 | 0,72% | 1,37 CHF | 1,38 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 416 436 CHF | 139 812 CHF | 97,27% | 97,27% |
15/11/2024 | 0,70% | 1,41 CHF | 1,42 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 427 781 CHF | 143 594 CHF | 93,47% | 93,47% |
14/11/2024 | 0,67% | 1,45 CHF | 1,46 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 446 242 CHF | 149 747 CHF | 99,44% | 99,44% |
13/11/2024 | 0,66% | 1,49 CHF | 1,50 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 454 427 CHF | 152 476 CHF | 96,93% | 96,93% |
12/11/2024 | 0,64% | 1,50 CHF | 1,51 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 466 891 CHF | 156 630 CHF | 96,85% | 96,85% |
11/11/2024 | 0,64% | 1,54 CHF | 1,55 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 467 140 CHF | 156 713 CHF | 99,44% | 99,44% |
08/11/2024 | 0,64% | 1,51 CHF | 1,52 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 464 561 CHF | 155 854 CHF | 99,27% | 99,27% |
07/11/2024 | 0,63% | 1,56 CHF | 1,57 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 474 245 CHF | 159 082 CHF | 98,70% | 98,70% |