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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 0,90% | 1,10 CHF | 1,11 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 550 148 CHF | 111 030 CHF | 99,27% | 99,27% |
20/11/2024 | 0,91% | 1,11 CHF | 1,12 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 549 194 CHF | 110 839 CHF | 99,27% | 99,27% |
19/11/2024 | 0,89% | 1,12 CHF | 1,13 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 561 849 CHF | 113 370 CHF | 99,27% | 99,27% |
18/11/2024 | 0,90% | 1,11 CHF | 1,12 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 554 315 CHF | 111 863 CHF | 99,27% | 99,27% |
15/11/2024 | 0,88% | 1,13 CHF | 1,14 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 563 002 CHF | 113 600 CHF | 99,27% | 99,27% |
14/11/2024 | 0,88% | 1,13 CHF | 1,14 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 566 834 CHF | 114 367 CHF | 99,27% | 99,27% |
13/11/2024 | 0,88% | 1,14 CHF | 1,15 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 568 526 CHF | 114 705 CHF | 99,27% | 99,27% |
12/11/2024 | 0,89% | 1,15 CHF | 1,16 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 559 648 CHF | 112 930 CHF | 99,25% | 99,25% |
11/11/2024 | 0,94% | 1,07 CHF | 1,08 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 529 703 CHF | 106 941 CHF | 99,27% | 99,27% |
08/11/2024 | 0,93% | 1,07 CHF | 1,08 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 532 753 CHF | 107 551 CHF | 99,25% | 99,25% |