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 | 0,71% | 1,37 CHF | 1,38 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 420 109 CHF | 141 036 CHF | 99,43% | 99,43% |
19/11/2024 | 0,73% | 1,35 CHF | 1,36 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 410 717 CHF | 137 906 CHF | 99,42% | 99,42% |
18/11/2024 | 0,74% | 1,39 CHF | 1,40 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 405 291 CHF | 136 097 CHF | 97,66% | 97,66% |
15/11/2024 | 0,70% | 1,35 CHF | 1,36 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 426 434 CHF | 143 145 CHF | 99,43% | 99,43% |
14/11/2024 | 0,64% | 1,51 CHF | 1,52 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 464 356 CHF | 155 785 CHF | 99,44% | 99,44% |
13/11/2024 | 0,61% | 1,52 CHF | 1,53 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 489 342 CHF | 164 114 CHF | 94,86% | 94,86% |
12/11/2024 | 0,57% | 1,62 CHF | 1,63 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 527 131 CHF | 176 710 CHF | 96,86% | 96,86% |
11/11/2024 | 0,51% | 1,84 CHF | 1,85 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 583 937 CHF | 195 646 CHF | 99,46% | 99,46% |
08/11/2024 | 0,50% | 2,04 CHF | 2,05 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 604 404 CHF | 202 468 CHF | 90,73% | 90,73% |
07/11/2024 | 0,49% | 2,03 CHF | 2,04 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 609 102 CHF | 204 034 CHF | 98,68% | 98,68% |