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 | 0,63% | 1,62 CHF | 1,63 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 314 028 CHF | 316 028 CHF | 99,53% | 99,53% |
19/11/2024 | 0,64% | 1,57 CHF | 1,58 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 313 292 CHF | 315 292 CHF | 99,55% | 99,55% |
18/11/2024 | 0,67% | 1,48 CHF | 1,49 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 297 861 CHF | 299 861 CHF | 99,57% | 99,57% |
15/11/2024 | 0,65% | 1,52 CHF | 1,53 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 305 274 CHF | 307 274 CHF | 98,92% | 98,92% |
14/11/2024 | 0,62% | 1,57 CHF | 1,58 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 321 975 CHF | 323 975 CHF | 98,73% | 98,73% |
13/11/2024 | 0,59% | 1,70 CHF | 1,71 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 336 300 CHF | 338 300 CHF | 96,69% | 96,69% |
12/11/2024 | 0,64% | 1,63 CHF | 1,64 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 310 102 CHF | 312 102 CHF | 99,55% | 99,55% |
11/11/2024 | 0,64% | 1,54 CHF | 1,55 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 314 038 CHF | 316 038 CHF | 99,57% | 99,57% |
08/11/2024 | 0,63% | 1,61 CHF | 1,62 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 316 791 CHF | 318 791 CHF | 99,52% | 99,52% |
07/11/2024 | 0,67% | 1,44 CHF | 1,45 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 297 364 CHF | 299 364 CHF | 99,48% | 99,48% |