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% | 1,66 CHF | 1,67 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 998 703 CHF | 334 901 CHF | 99,26% | 99,26% |
19/11/2024 | 0,58% | 1,68 CHF | 1,69 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 027 110 CHF | 344 369 CHF | 96,20% | 96,20% |
18/11/2024 | 0,56% | 1,74 CHF | 1,75 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 059 410 CHF | 355 136 CHF | 96,73% | 96,73% |
15/11/2024 | 0,55% | 1,80 CHF | 1,81 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 082 820 CHF | 362 939 CHF | 95,65% | 95,65% |
14/11/2024 | 0,57% | 1,77 CHF | 1,78 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 056 400 CHF | 354 134 CHF | 99,28% | 99,28% |
13/11/2024 | 0,60% | 1,71 CHF | 1,72 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 004 720 CHF | 336 907 CHF | 98,74% | 98,74% |
12/11/2024 | 0,62% | 1,68 CHF | 1,69 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 969 148 CHF | 325 049 CHF | 99,38% | 99,38% |
11/11/2024 | 0,65% | 1,59 CHF | 1,60 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 926 730 CHF | 310 910 CHF | 99,37% | 99,37% |
08/11/2024 | 0,64% | 1,56 CHF | 1,57 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 927 829 CHF | 311 276 CHF | 98,20% | 98,20% |
07/11/2024 | 0,63% | 1,56 CHF | 1,57 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 955 095 CHF | 320 365 CHF | 98,65% | 98,65% |