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 | 0,72% | 1,39 CHF | 1,40 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 415 378 CHF | 139 459 CHF | 98,35% | 98,35% |
19/11/2024 | 0,72% | 1,38 CHF | 1,39 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 416 613 CHF | 139 871 CHF | 96,68% | 96,68% |
18/11/2024 | 0,68% | 1,45 CHF | 1,46 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 441 566 CHF | 148 189 CHF | 97,66% | 97,66% |
15/11/2024 | 0,70% | 1,47 CHF | 1,48 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 426 838 CHF | 143 279 CHF | 96,55% | 96,55% |
14/11/2024 | 0,66% | 1,49 CHF | 1,50 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 454 463 CHF | 152 488 CHF | 99,27% | 99,27% |
13/11/2024 | 0,67% | 1,54 CHF | 1,55 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 444 684 CHF | 149 228 CHF | 98,78% | 98,78% |
12/11/2024 | 0,65% | 1,48 CHF | 1,49 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 461 435 CHF | 154 812 CHF | 99,38% | 99,38% |
11/11/2024 | 0,66% | 1,54 CHF | 1,55 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 451 454 CHF | 151 485 CHF | 99,36% | 99,36% |
08/11/2024 | 0,72% | 1,46 CHF | 1,47 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 415 594 CHF | 139 531 CHF | 99,35% | 99,35% |
07/11/2024 | 0,67% | 1,40 CHF | 1,41 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 666 718 CHF | 223 739 CHF | 98,62% | 98,62% |