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% | 1,41 CHF | 1,42 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 416 536 CHF | 139 845 CHF | 99,38% | 99,38% |
19/11/2024 | 0,73% | 1,42 CHF | 1,43 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 409 207 CHF | 137 402 CHF | 99,37% | 99,37% |
18/11/2024 | 0,76% | 1,36 CHF | 1,37 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 391 608 CHF | 131 536 CHF | 99,38% | 99,38% |
15/11/2024 | 0,80% | 1,18 CHF | 1,19 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 372 993 CHF | 125 331 CHF | 99,36% | 99,36% |
14/11/2024 | 0,64% | 1,62 CHF | 1,63 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 464 561 CHF | 155 854 CHF | 99,38% | 99,38% |
13/11/2024 | 0,67% | 1,56 CHF | 1,57 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 448 662 CHF | 150 554 CHF | 99,38% | 99,38% |
12/11/2024 | 0,66% | 1,51 CHF | 1,52 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 453 192 CHF | 152 064 CHF | 99,15% | 99,15% |
11/11/2024 | 0,63% | 1,55 CHF | 1,56 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 471 906 CHF | 158 302 CHF | 99,38% | 99,38% |
08/11/2024 | 0,65% | 1,55 CHF | 1,56 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 462 671 CHF | 155 224 CHF | 99,37% | 99,37% |
07/11/2024 | 0,68% | 1,46 CHF | 1,47 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 437 306 CHF | 146 769 CHF | 98,58% | 98,58% |