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 | 0,59% | 1,65 CHF | 1,66 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 503 524 CHF | 168 841 CHF | 99,44% | 99,44% |
19/11/2024 | 0,59% | 1,67 CHF | 1,68 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 504 433 CHF | 169 144 CHF | 98,95% | 98,95% |
18/11/2024 | 0,59% | 1,68 CHF | 1,69 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 503 300 CHF | 168 767 CHF | 97,43% | 97,43% |
15/11/2024 | 0,59% | 1,68 CHF | 1,69 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 507 050 CHF | 170 017 CHF | 99,44% | 99,44% |
14/11/2024 | 0,55% | 1,83 CHF | 1,84 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 541 697 CHF | 181 566 CHF | 99,44% | 99,44% |
13/11/2024 | 0,55% | 1,81 CHF | 1,82 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 547 168 CHF | 183 389 CHF | 96,98% | 96,98% |
12/11/2024 | 0,54% | 1,85 CHF | 1,86 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 557 768 CHF | 186 923 CHF | 96,88% | 96,88% |
11/11/2024 | 0,52% | 1,90 CHF | 1,91 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 571 326 CHF | 191 442 CHF | 98,87% | 98,87% |
08/11/2024 | 0,52% | 1,90 CHF | 1,91 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 573 515 CHF | 192 172 CHF | 93,36% | 93,36% |
07/11/2024 | 0,53% | 1,89 CHF | 1,90 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 569 364 CHF | 190 788 CHF | 98,68% | 98,68% |