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 | 0,78% | 1,30 CHF | 1,31 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 384 412 CHF | 387 412 CHF | 100,00% | 100,00% |
19/11/2024 | 0,78% | 1,27 CHF | 1,28 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 385 370 CHF | 388 370 CHF | 100,00% | 100,00% |
18/11/2024 | 0,75% | 1,30 CHF | 1,31 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 397 404 CHF | 400 404 CHF | 100,00% | 100,00% |
15/11/2024 | 0,75% | 1,32 CHF | 1,33 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 395 906 CHF | 398 906 CHF | 100,00% | 100,00% |
14/11/2024 | 0,75% | 1,31 CHF | 1,32 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 398 092 CHF | 401 092 CHF | 99,79% | 99,79% |
13/11/2024 | 0,79% | 1,29 CHF | 1,30 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 380 066 CHF | 383 066 CHF | 100,00% | 100,00% |
12/11/2024 | 0,80% | 1,25 CHF | 1,26 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 373 697 CHF | 376 697 CHF | 100,00% | 100,00% |
11/11/2024 | 0,82% | 1,22 CHF | 1,23 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 364 211 CHF | 367 211 CHF | 100,00% | 100,00% |
08/11/2024 | 0,86% | 1,19 CHF | 1,20 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 348 176 CHF | 351 176 CHF | 100,00% | 100,00% |
07/11/2024 | 0,86% | 1,13 CHF | 1,14 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 346 169 CHF | 349 169 CHF | 100,00% | 100,00% |