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 | 0,77% | 1,25 CHF | 1,26 CHF | 500 000 | 150 000 | 500 000 | 150 000 | 643 886 CHF | 194 666 CHF | 99,38% | 99,38% |
19/11/2024 | 0,78% | 1,27 CHF | 1,28 CHF | 500 000 | 150 000 | 500 000 | 150 000 | 638 917 CHF | 193 175 CHF | 99,38% | 99,38% |
18/11/2024 | 0,75% | 1,32 CHF | 1,33 CHF | 500 000 | 150 000 | 500 000 | 150 000 | 665 245 CHF | 201 074 CHF | 99,38% | 99,38% |
15/11/2024 | 0,72% | 1,36 CHF | 1,37 CHF | 500 000 | 150 000 | 500 000 | 150 000 | 690 980 CHF | 208 794 CHF | 99,34% | 99,34% |
14/11/2024 | 0,67% | 1,51 CHF | 1,52 CHF | 500 000 | 150 000 | 500 000 | 150 000 | 743 105 CHF | 224 432 CHF | 99,37% | 99,37% |
13/11/2024 | 0,65% | 1,52 CHF | 1,53 CHF | 500 000 | 150 000 | 500 000 | 150 000 | 769 807 CHF | 232 442 CHF | 99,38% | 99,38% |
12/11/2024 | 0,65% | 1,51 CHF | 1,52 CHF | 500 000 | 150 000 | 500 000 | 150 000 | 764 934 CHF | 230 980 CHF | 99,15% | 99,15% |
11/11/2024 | 0,63% | 1,59 CHF | 1,60 CHF | 500 000 | 150 000 | 500 000 | 150 000 | 793 060 CHF | 239 418 CHF | 99,13% | 99,13% |
08/11/2024 | 0,65% | 1,52 CHF | 1,53 CHF | 500 000 | 150 000 | 500 000 | 150 000 | 771 960 CHF | 233 088 CHF | 99,37% | 99,37% |
07/11/2024 | 0,63% | 1,60 CHF | 1,61 CHF | 500 000 | 150 000 | 500 000 | 150 000 | 793 856 CHF | 239 657 CHF | 98,56% | 98,56% |