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% | 1,25 CHF | 1,26 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 382 070 CHF | 128 357 CHF | 99,07% | 99,07% |
19/11/2024 | 0,81% | 1,29 CHF | 1,30 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 369 804 CHF | 124 268 CHF | 98,92% | 98,92% |
18/11/2024 | 0,77% | 1,32 CHF | 1,33 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 389 751 CHF | 130 917 CHF | 97,01% | 97,01% |
15/11/2024 | 0,77% | 1,31 CHF | 1,32 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 387 779 CHF | 130 260 CHF | 99,45% | 99,45% |
14/11/2024 | 0,85% | 1,20 CHF | 1,21 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 353 517 CHF | 118 839 CHF | 99,44% | 99,44% |
13/11/2024 | 0,94% | 1,04 CHF | 1,05 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 319 206 CHF | 107 402 CHF | 96,99% | 96,99% |
12/11/2024 | 0,86% | 1,04 CHF | 1,05 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 346 352 CHF | 116 451 CHF | 96,98% | 96,98% |
11/11/2024 | 0,79% | 1,25 CHF | 1,26 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 380 625 CHF | 127 875 CHF | 98,58% | 98,58% |
08/11/2024 | 0,78% | 1,28 CHF | 1,29 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 382 725 CHF | 128 575 CHF | 93,40% | 93,40% |
07/11/2024 | 0,72% | 1,41 CHF | 1,42 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 412 748 CHF | 138 583 CHF | 98,68% | 98,68% |