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% | 1,61 CHF | 1,62 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 022 570 CHF | 342 855 CHF | 97,83% | 97,83% |
19/11/2024 | 0,61% | 1,63 CHF | 1,64 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 978 756 CHF | 328 252 CHF | 99,13% | 99,13% |
18/11/2024 | 0,68% | 1,57 CHF | 1,58 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 879 553 CHF | 295 184 CHF | 98,54% | 98,54% |
15/11/2024 | 0,81% | 1,30 CHF | 1,31 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 739 828 CHF | 248 609 CHF | 95,65% | 95,65% |
14/11/2024 | 0,74% | 1,18 CHF | 1,19 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 807 801 CHF | 271 267 CHF | 96,75% | 96,75% |
13/11/2024 | 0,64% | 1,60 CHF | 1,61 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 936 775 CHF | 314 258 CHF | 97,53% | 97,53% |
12/11/2024 | 0,61% | 1,47 CHF | 1,48 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 987 452 CHF | 331 151 CHF | 87,34% | 87,34% |
11/11/2024 | 0,67% | 1,59 CHF | 1,60 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 897 077 CHF | 301 026 CHF | 96,23% | 96,23% |
08/11/2024 | 1,04% | 1,05 CHF | 1,06 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 578 359 CHF | 194 786 CHF | 94,09% | 94,09% |
07/11/2024 | 1,14% | 0,93 CHF | 0,94 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 783 170 CHF | 264 056 CHF | 98,20% | 98,20% |