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 | 0,84% | 1,21 CHF | 1,22 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 357 535 CHF | 360 535 CHF | 100,00% | 100,00% |
19/11/2024 | 0,83% | 1,18 CHF | 1,19 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 358 297 CHF | 361 297 CHF | 100,00% | 100,00% |
18/11/2024 | 0,81% | 1,21 CHF | 1,22 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 370 425 CHF | 373 425 CHF | 100,00% | 100,00% |
15/11/2024 | 0,81% | 1,23 CHF | 1,24 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 368 852 CHF | 371 852 CHF | 100,00% | 100,00% |
14/11/2024 | 0,81% | 1,22 CHF | 1,23 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 371 100 CHF | 374 100 CHF | 99,79% | 99,79% |
13/11/2024 | 0,85% | 1,20 CHF | 1,21 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 353 217 CHF | 356 217 CHF | 100,00% | 100,00% |
12/11/2024 | 0,86% | 1,16 CHF | 1,17 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 346 903 CHF | 349 903 CHF | 100,00% | 100,00% |
11/11/2024 | 0,89% | 1,13 CHF | 1,14 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 337 368 CHF | 340 368 CHF | 100,00% | 100,00% |
08/11/2024 | 0,93% | 1,10 CHF | 1,11 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 321 479 CHF | 324 479 CHF | 100,00% | 100,00% |
07/11/2024 | 0,94% | 1,04 CHF | 1,05 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 319 425 CHF | 322 425 CHF | 100,00% | 100,00% |