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 | 0,60% | 1,65 CHF | 1,66 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 499 571 CHF | 167 524 CHF | 98,99% | 98,99% |
19/11/2024 | 0,61% | 1,68 CHF | 1,69 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 487 394 CHF | 163 465 CHF | 98,85% | 98,85% |
18/11/2024 | 0,59% | 1,71 CHF | 1,72 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 507 474 CHF | 170 158 CHF | 97,00% | 97,00% |
15/11/2024 | 0,59% | 1,70 CHF | 1,71 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 505 959 CHF | 169 653 CHF | 99,38% | 99,38% |
14/11/2024 | 0,64% | 1,60 CHF | 1,61 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 471 340 CHF | 158 113 CHF | 99,37% | 99,37% |
13/11/2024 | 0,68% | 1,43 CHF | 1,44 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 436 888 CHF | 146 629 CHF | 96,96% | 96,96% |
12/11/2024 | 0,64% | 1,44 CHF | 1,45 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 464 133 CHF | 155 711 CHF | 96,83% | 96,83% |
11/11/2024 | 0,60% | 1,65 CHF | 1,66 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 498 565 CHF | 167 188 CHF | 98,50% | 98,50% |
08/11/2024 | 0,60% | 1,67 CHF | 1,68 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 500 827 CHF | 167 942 CHF | 93,37% | 93,37% |
07/11/2024 | 0,56% | 1,80 CHF | 1,81 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 531 102 CHF | 178 034 CHF | 98,70% | 98,70% |