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 | 0,59% | 1,71 CHF | 1,72 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 507 050 CHF | 170 017 CHF | 99,30% | 99,30% |
19/11/2024 | 0,59% | 1,70 CHF | 1,71 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 505 138 CHF | 169 379 CHF | 98,82% | 98,82% |
18/11/2024 | 0,59% | 1,70 CHF | 1,71 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 509 787 CHF | 170 929 CHF | 97,49% | 97,49% |
15/11/2024 | 0,59% | 1,70 CHF | 1,71 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 508 909 CHF | 170 636 CHF | 99,30% | 99,30% |
14/11/2024 | 0,63% | 1,56 CHF | 1,57 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 472 904 CHF | 158 635 CHF | 99,31% | 99,31% |
13/11/2024 | 0,64% | 1,57 CHF | 1,58 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 467 883 CHF | 156 961 CHF | 96,87% | 96,87% |
12/11/2024 | 0,66% | 1,53 CHF | 1,54 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 456 477 CHF | 153 159 CHF | 96,80% | 96,80% |
11/11/2024 | 0,67% | 1,49 CHF | 1,50 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 444 849 CHF | 149 283 CHF | 98,72% | 98,72% |
08/11/2024 | 0,67% | 1,49 CHF | 1,50 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 445 350 CHF | 149 450 CHF | 93,25% | 93,25% |
07/11/2024 | 0,66% | 1,51 CHF | 1,52 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 453 120 CHF | 152 040 CHF | 98,84% | 98,84% |