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 | 0,53% | 1,91 CHF | 1,92 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 561 669 CHF | 188 223 CHF | 99,37% | 99,37% |
19/11/2024 | 0,53% | 1,90 CHF | 1,91 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 564 903 CHF | 189 301 CHF | 98,25% | 98,25% |
18/11/2024 | 0,53% | 1,88 CHF | 1,89 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 567 280 CHF | 190 093 CHF | 96,93% | 96,93% |
15/11/2024 | 0,53% | 1,90 CHF | 1,91 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 562 712 CHF | 188 571 CHF | 99,38% | 99,38% |
14/11/2024 | 0,58% | 1,76 CHF | 1,77 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 511 590 CHF | 171 530 CHF | 99,37% | 99,37% |
13/11/2024 | 0,59% | 1,63 CHF | 1,64 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 511 209 CHF | 171 403 CHF | 96,95% | 96,95% |
12/11/2024 | 0,59% | 1,75 CHF | 1,76 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 503 076 CHF | 168 692 CHF | 96,96% | 96,96% |
11/11/2024 | 0,62% | 1,68 CHF | 1,69 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 483 563 CHF | 162 188 CHF | 99,35% | 99,35% |
08/11/2024 | 0,56% | 1,67 CHF | 1,68 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 537 133 CHF | 180 044 CHF | 96,75% | 96,75% |
07/11/2024 | 0,57% | 1,81 CHF | 1,82 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 524 712 CHF | 175 904 CHF | 97,66% | 97,66% |