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 | 0,89% | 1,14 CHF | 1,15 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 561 002 CHF | 113 200 CHF | 99,27% | 99,27% |
19/11/2024 | 0,88% | 1,14 CHF | 1,15 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 562 810 CHF | 113 562 CHF | 99,27% | 99,27% |
18/11/2024 | 0,88% | 1,11 CHF | 1,12 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 562 875 CHF | 113 575 CHF | 99,27% | 99,27% |
15/11/2024 | 0,90% | 1,12 CHF | 1,13 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 553 997 CHF | 111 799 CHF | 99,27% | 99,27% |
14/11/2024 | 0,90% | 1,10 CHF | 1,11 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 550 453 CHF | 111 091 CHF | 99,27% | 99,27% |
13/11/2024 | 0,87% | 1,16 CHF | 1,17 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 574 852 CHF | 115 970 CHF | 99,27% | 99,27% |
12/11/2024 | 0,88% | 1,15 CHF | 1,16 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 568 318 CHF | 114 664 CHF | 99,25% | 99,25% |
11/11/2024 | 0,90% | 1,11 CHF | 1,12 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 553 099 CHF | 111 620 CHF | 99,27% | 99,27% |
08/11/2024 | 0,91% | 1,11 CHF | 1,12 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 549 358 CHF | 110 872 CHF | 99,25% | 99,25% |
07/11/2024 | 0,90% | 1,11 CHF | 1,12 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 555 000 CHF | 112 000 CHF | 1,12% | 1,12% |