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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 0,55% | 1,74 CHF | 1,75 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 548 784 CHF | 183 928 CHF | 99,37% | 99,37% |
22/11/2024 | 0,58% | 1,81 CHF | 1,82 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 515 559 CHF | 172 853 CHF | 98,30% | 98,30% |
20/11/2024 | 0,64% | 1,59 CHF | 1,60 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 466 750 CHF | 156 583 CHF | 99,37% | 99,37% |
19/11/2024 | 0,65% | 1,62 CHF | 1,63 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 462 649 CHF | 155 216 CHF | 96,92% | 96,92% |
18/11/2024 | 0,68% | 1,46 CHF | 1,47 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 438 998 CHF | 147 333 CHF | 95,43% | 95,43% |
15/11/2024 | 0,68% | 1,45 CHF | 1,46 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 438 217 CHF | 147 072 CHF | 99,38% | 99,38% |
14/11/2024 | 0,65% | 1,51 CHF | 1,52 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 458 200 CHF | 153 733 CHF | 99,37% | 99,37% |
13/11/2024 | 0,67% | 1,50 CHF | 1,51 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 448 888 CHF | 150 629 CHF | 92,18% | 92,18% |
12/11/2024 | 0,69% | 1,49 CHF | 1,50 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 435 831 CHF | 146 277 CHF | 96,91% | 96,91% |
11/11/2024 | 0,67% | 1,45 CHF | 1,46 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 444 232 CHF | 149 077 CHF | 97,56% | 97,56% |