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 | 0,65% | 1,55 CHF | 1,56 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 462 549 CHF | 155 183 CHF | 98,30% | 98,30% |
19/11/2024 | 0,65% | 1,54 CHF | 1,55 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 463 517 CHF | 155 506 CHF | 96,65% | 96,65% |
18/11/2024 | 0,61% | 1,60 CHF | 1,61 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 489 091 CHF | 164 030 CHF | 97,57% | 97,57% |
15/11/2024 | 0,63% | 1,63 CHF | 1,64 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 473 957 CHF | 158 986 CHF | 96,54% | 96,54% |
14/11/2024 | 0,60% | 1,65 CHF | 1,66 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 502 483 CHF | 168 494 CHF | 99,31% | 99,31% |
13/11/2024 | 0,61% | 1,70 CHF | 1,71 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 491 723 CHF | 164 908 CHF | 99,05% | 99,05% |
12/11/2024 | 0,59% | 1,64 CHF | 1,65 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 508 793 CHF | 170 598 CHF | 99,38% | 99,38% |
11/11/2024 | 0,60% | 1,69 CHF | 1,70 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 498 773 CHF | 167 258 CHF | 99,37% | 99,37% |
08/11/2024 | 0,65% | 1,62 CHF | 1,63 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 462 124 CHF | 155 041 CHF | 99,34% | 99,34% |
07/11/2024 | 0,61% | 1,55 CHF | 1,56 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 737 061 CHF | 247 187 CHF | 98,65% | 98,65% |