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 | 0,61% | 1,56 CHF | 1,57 CHF | 450 000 | 150 000 | 361 753 | 120 584 | 591 357 CHF | 198 325 CHF | 90,46% | 90,46% |
19/11/2024 | 0,62% | 1,64 CHF | 1,65 CHF | 300 000 | 100 000 | 371 206 | 123 735 | 600 644 CHF | 201 452 CHF | 95,66% | 95,66% |
18/11/2024 | 0,59% | 1,71 CHF | 1,72 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 505 896 CHF | 169 632 CHF | 94,35% | 94,35% |
15/11/2024 | 0,62% | 1,59 CHF | 1,60 CHF | 300 000 | 100 000 | 304 745 | 101 582 | 489 918 CHF | 164 322 CHF | 94,63% | 94,63% |
14/11/2024 | 0,63% | 1,61 CHF | 1,62 CHF | 300 000 | 100 000 | 390 402 | 130 134 | 617 758 CHF | 207 221 CHF | 97,38% | 97,38% |
13/11/2024 | 0,64% | 1,54 CHF | 1,55 CHF | 450 000 | 150 000 | 429 831 | 143 277 | 673 907 CHF | 226 069 CHF | 96,75% | 96,75% |
12/11/2024 | 0,61% | 1,55 CHF | 1,56 CHF | 450 000 | 150 000 | 316 803 | 105 601 | 513 633 CHF | 172 267 CHF | 93,19% | 93,19% |
11/11/2024 | 0,60% | 1,69 CHF | 1,70 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 499 843 CHF | 167 614 CHF | 95,41% | 95,41% |
08/11/2024 | 0,61% | 1,61 CHF | 1,62 CHF | 450 000 | 150 000 | 354 239 | 118 080 | 574 960 CHF | 192 834 CHF | 98,18% | 98,18% |
07/11/2024 | 0,58% | 1,68 CHF | 1,69 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 513 006 CHF | 172 002 CHF | 97,67% | 97,67% |