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 | 0,67% | 1,53 CHF | 1,54 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 295 521 CHF | 297 521 CHF | 99,53% | 99,53% |
19/11/2024 | 0,68% | 1,47 CHF | 1,48 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 294 798 CHF | 296 798 CHF | 99,55% | 99,55% |
18/11/2024 | 0,71% | 1,39 CHF | 1,40 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 279 311 CHF | 281 311 CHF | 99,57% | 99,57% |
15/11/2024 | 0,70% | 1,43 CHF | 1,44 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 286 686 CHF | 288 686 CHF | 98,92% | 98,92% |
14/11/2024 | 0,66% | 1,48 CHF | 1,49 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 303 410 CHF | 305 410 CHF | 98,73% | 98,73% |
13/11/2024 | 0,63% | 1,60 CHF | 1,61 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 317 730 CHF | 319 730 CHF | 96,69% | 96,69% |
12/11/2024 | 0,68% | 1,53 CHF | 1,54 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 291 542 CHF | 293 542 CHF | 99,55% | 99,55% |
11/11/2024 | 0,67% | 1,44 CHF | 1,45 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 295 456 CHF | 297 456 CHF | 99,57% | 99,57% |
08/11/2024 | 0,67% | 1,52 CHF | 1,53 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 298 169 CHF | 300 169 CHF | 99,52% | 99,52% |
07/11/2024 | 0,72% | 1,35 CHF | 1,36 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 278 676 CHF | 280 676 CHF | 99,48% | 99,48% |