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% | 1,52 CHF | 1,53 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 447 022 CHF | 150 007 CHF | 99,36% | 99,36% |
19/11/2024 | 0,65% | 1,53 CHF | 1,54 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 461 652 CHF | 154 884 CHF | 99,38% | 99,38% |
18/11/2024 | 0,66% | 1,49 CHF | 1,50 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 451 986 CHF | 151 662 CHF | 96,50% | 96,50% |
15/11/2024 | 0,64% | 1,56 CHF | 1,57 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 468 715 CHF | 157 238 CHF | 99,38% | 99,38% |
14/11/2024 | 0,62% | 1,59 CHF | 1,60 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 484 608 CHF | 162 536 CHF | 99,37% | 99,37% |
13/11/2024 | 0,60% | 1,67 CHF | 1,68 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 499 421 CHF | 167 474 CHF | 96,85% | 96,85% |
12/11/2024 | 0,63% | 1,67 CHF | 1,68 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 478 545 CHF | 160 515 CHF | 96,88% | 96,88% |
11/11/2024 | 0,67% | 1,50 CHF | 1,51 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 445 775 CHF | 149 592 CHF | 99,25% | 99,25% |
08/11/2024 | 0,65% | 1,56 CHF | 1,57 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 460 314 CHF | 154 438 CHF | 99,28% | 99,28% |
07/11/2024 | 0,66% | 1,52 CHF | 1,53 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 451 049 CHF | 151 350 CHF | 98,70% | 98,70% |