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 | 0,57% | 1,74 CHF | 1,75 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 262 270 CHF | 87 924 CHF | 98,93% | 98,93% |
19/11/2024 | 0,56% | 1,76 CHF | 1,77 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 269 199 CHF | 90 233 CHF | 98,90% | 98,90% |
18/11/2024 | 0,54% | 1,83 CHF | 1,84 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 277 316 CHF | 92 939 CHF | 97,04% | 97,04% |
15/11/2024 | 0,53% | 1,88 CHF | 1,89 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 283 038 CHF | 94 846 CHF | 99,37% | 99,37% |
14/11/2024 | 0,54% | 1,85 CHF | 1,86 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 276 721 CHF | 92 740 CHF | 99,37% | 99,37% |
13/11/2024 | 0,57% | 1,80 CHF | 1,81 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 263 828 CHF | 88 443 CHF | 96,92% | 96,92% |
12/11/2024 | 0,59% | 1,76 CHF | 1,77 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 254 828 CHF | 85 443 CHF | 96,91% | 96,91% |
11/11/2024 | 0,61% | 1,67 CHF | 1,68 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 244 381 CHF | 81 961 CHF | 98,87% | 98,87% |
08/11/2024 | 0,61% | 1,64 CHF | 1,65 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 244 108 CHF | 81 869 CHF | 93,76% | 93,76% |
07/11/2024 | 0,60% | 1,64 CHF | 1,65 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 251 334 CHF | 84 278 CHF | 98,68% | 98,68% |