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 | 0,64% | 1,57 CHF | 1,58 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 309 534 CHF | 311 534 CHF | 99,81% | 99,81% |
19/11/2024 | 0,60% | 1,63 CHF | 1,64 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 330 316 CHF | 332 316 CHF | 99,72% | 99,72% |
18/11/2024 | 0,63% | 1,58 CHF | 1,59 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 317 188 CHF | 319 188 CHF | 99,71% | 99,71% |
15/11/2024 | 0,66% | 1,55 CHF | 1,56 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 300 845 CHF | 302 845 CHF | 99,81% | 99,81% |
14/11/2024 | 0,68% | 1,45 CHF | 1,46 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 294 539 CHF | 296 539 CHF | 99,81% | 99,81% |
13/11/2024 | 0,66% | 1,53 CHF | 1,54 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 302 420 CHF | 304 420 CHF | 99,81% | 99,81% |
12/11/2024 | 0,70% | 1,51 CHF | 1,52 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 284 879 CHF | 286 879 CHF | 99,50% | 99,50% |
11/11/2024 | 0,73% | 1,36 CHF | 1,37 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 271 609 CHF | 273 609 CHF | 99,72% | 99,72% |
08/11/2024 | 0,70% | 1,43 CHF | 1,44 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 286 767 CHF | 288 767 CHF | 99,81% | 99,81% |
07/11/2024 | 0,72% | 1,37 CHF | 1,38 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 276 563 CHF | 278 563 CHF | 95,69% | 95,69% |