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 | 0,60% | 1,68 CHF | 1,69 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 331 426 CHF | 333 426 CHF | 99,81% | 99,81% |
19/11/2024 | 0,57% | 1,73 CHF | 1,74 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 352 006 CHF | 354 006 CHF | 99,72% | 99,72% |
18/11/2024 | 0,57% | 1,72 CHF | 1,73 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 347 440 CHF | 349 440 CHF | 99,71% | 99,71% |
15/11/2024 | 0,58% | 1,77 CHF | 1,78 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 345 203 CHF | 347 203 CHF | 99,81% | 99,81% |
14/11/2024 | 0,59% | 1,68 CHF | 1,69 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 339 431 CHF | 341 431 CHF | 99,81% | 99,81% |
13/11/2024 | 0,59% | 1,69 CHF | 1,70 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 339 523 CHF | 341 523 CHF | 99,81% | 99,81% |
12/11/2024 | 0,57% | 1,72 CHF | 1,73 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 347 882 CHF | 349 882 CHF | 99,51% | 99,51% |
11/11/2024 | 0,57% | 1,74 CHF | 1,75 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 348 046 CHF | 350 046 CHF | 99,72% | 99,72% |
08/11/2024 | 0,57% | 1,76 CHF | 1,77 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 349 885 CHF | 351 885 CHF | 99,81% | 99,81% |
07/11/2024 | 0,59% | 1,71 CHF | 1,72 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 338 706 CHF | 340 706 CHF | 95,69% | 95,69% |