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 | 0,72% | 1,32 CHF | 1,33 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 414 438 CHF | 139 146 CHF | 99,38% | 99,38% |
19/11/2024 | 0,74% | 1,36 CHF | 1,37 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 404 626 CHF | 135 875 CHF | 99,38% | 99,38% |
18/11/2024 | 0,73% | 1,37 CHF | 1,38 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 411 561 CHF | 138 187 CHF | 99,38% | 99,38% |
15/11/2024 | 0,69% | 1,43 CHF | 1,44 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 432 186 CHF | 145 062 CHF | 99,36% | 99,36% |
14/11/2024 | 0,69% | 1,47 CHF | 1,48 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 433 861 CHF | 145 620 CHF | 99,38% | 99,38% |
13/11/2024 | 0,72% | 1,44 CHF | 1,45 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 416 838 CHF | 139 946 CHF | 99,38% | 99,38% |
12/11/2024 | 0,68% | 1,37 CHF | 1,38 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 437 057 CHF | 146 686 CHF | 99,14% | 99,14% |
11/11/2024 | 0,66% | 1,50 CHF | 1,51 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 453 315 CHF | 152 105 CHF | 99,38% | 99,38% |
08/11/2024 | 0,69% | 1,46 CHF | 1,47 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 436 166 CHF | 146 389 CHF | 99,37% | 99,37% |
07/11/2024 | 0,69% | 1,47 CHF | 1,48 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 435 976 CHF | 146 325 CHF | 98,59% | 98,59% |