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 | 0,84% | 1,17 CHF | 1,18 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 708 974 CHF | 238 325 CHF | 98,92% | 98,92% |
19/11/2024 | 0,79% | 1,20 CHF | 1,21 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 756 481 CHF | 254 160 CHF | 90,32% | 90,32% |
18/11/2024 | 0,70% | 1,42 CHF | 1,43 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 851 027 CHF | 285 676 CHF | 97,10% | 97,10% |
15/11/2024 | 0,69% | 1,44 CHF | 1,45 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 867 871 CHF | 291 290 CHF | 98,92% | 98,92% |
14/11/2024 | 0,68% | 1,47 CHF | 1,48 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 884 818 CHF | 296 939 CHF | 98,93% | 98,93% |
13/11/2024 | 0,68% | 1,47 CHF | 1,48 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 876 776 CHF | 294 259 CHF | 96,38% | 96,38% |
12/11/2024 | 0,69% | 1,46 CHF | 1,47 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 867 906 CHF | 291 302 CHF | 96,49% | 96,49% |
11/11/2024 | 0,70% | 1,44 CHF | 1,45 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 855 493 CHF | 287 164 CHF | 98,86% | 98,86% |
08/11/2024 | 0,71% | 1,41 CHF | 1,42 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 841 818 CHF | 282 606 CHF | 98,90% | 98,90% |
07/11/2024 | 0,73% | 1,37 CHF | 1,38 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 817 555 CHF | 274 518 CHF | 98,23% | 98,23% |