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 | 0,81% | 1,24 CHF | 1,25 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 367 163 CHF | 370 163 CHF | 100,00% | 100,00% |
19/11/2024 | 0,81% | 1,23 CHF | 1,24 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 368 654 CHF | 371 654 CHF | 99,86% | 99,86% |
18/11/2024 | 0,83% | 1,21 CHF | 1,22 CHF | 300 000 | 300 000 | 297 071 | 297 071 | 355 903 CHF | 358 874 CHF | 100,00% | 100,00% |
15/11/2024 | 0,85% | 1,19 CHF | 1,20 CHF | 290 000 | 290 000 | 290 584 | 290 584 | 340 931 CHF | 343 836 CHF | 100,00% | 100,00% |
14/11/2024 | 0,88% | 1,12 CHF | 1,13 CHF | 290 000 | 290 000 | 290 000 | 290 000 | 326 703 CHF | 329 603 CHF | 100,00% | 100,00% |
13/11/2024 | 0,90% | 1,11 CHF | 1,12 CHF | 290 000 | 290 000 | 284 460 | 284 460 | 313 261 CHF | 316 106 CHF | 100,00% | 100,00% |
12/11/2024 | 0,90% | 1,11 CHF | 1,12 CHF | 290 000 | 290 000 | 285 346 | 285 346 | 315 349 CHF | 318 202 CHF | 99,88% | 99,88% |
11/11/2024 | 0,92% | 1,08 CHF | 1,09 CHF | 280 000 | 280 000 | 280 000 | 280 000 | 302 146 CHF | 304 946 CHF | 100,00% | 100,00% |
08/11/2024 | 0,90% | 1,11 CHF | 1,12 CHF | 290 000 | 290 000 | 284 000 | 284 000 | 312 610 CHF | 315 450 CHF | 98,92% | 98,92% |
07/11/2024 | 0,92% | 1,07 CHF | 1,08 CHF | 280 000 | 280 000 | 280 000 | 280 000 | 302 201 CHF | 305 001 CHF | 100,00% | 100,00% |