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 | 0,64% | 1,52 CHF | 1,53 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 464 778 CHF | 155 926 CHF | 99,37% | 99,37% |
19/11/2024 | 0,65% | 1,51 CHF | 1,52 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 458 711 CHF | 153 904 CHF | 98,25% | 98,25% |
18/11/2024 | 0,65% | 1,54 CHF | 1,55 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 461 649 CHF | 154 883 CHF | 96,84% | 96,84% |
15/11/2024 | 0,64% | 1,54 CHF | 1,55 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 468 395 CHF | 157 132 CHF | 99,38% | 99,38% |
14/11/2024 | 0,57% | 1,67 CHF | 1,68 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 520 659 CHF | 174 553 CHF | 99,37% | 99,37% |
13/11/2024 | 0,58% | 1,79 CHF | 1,80 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 514 380 CHF | 172 460 CHF | 96,89% | 96,89% |
12/11/2024 | 0,57% | 1,67 CHF | 1,68 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 520 991 CHF | 174 664 CHF | 96,88% | 96,88% |
11/11/2024 | 0,56% | 1,73 CHF | 1,74 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 537 728 CHF | 180 242 CHF | 99,35% | 99,35% |
08/11/2024 | 0,63% | 1,71 CHF | 1,72 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 477 141 CHF | 160 047 CHF | 96,75% | 96,75% |
07/11/2024 | 0,61% | 1,57 CHF | 1,58 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 493 105 CHF | 165 368 CHF | 97,67% | 97,67% |