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 | 0,92% | 1,09 CHF | 1,10 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 646 647 CHF | 217 549 CHF | 89,43% | 89,43% |
19/11/2024 | 0,90% | 1,10 CHF | 1,11 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 660 617 CHF | 222 206 CHF | 90,48% | 90,48% |
18/11/2024 | 0,91% | 1,08 CHF | 1,09 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 655 884 CHF | 220 628 CHF | 88,91% | 88,91% |
15/11/2024 | 0,94% | 1,08 CHF | 1,09 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 636 592 CHF | 214 197 CHF | 86,20% | 86,20% |
14/11/2024 | 0,94% | 1,05 CHF | 1,06 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 633 597 CHF | 213 199 CHF | 89,16% | 89,16% |
13/11/2024 | 0,94% | 1,06 CHF | 1,07 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 635 801 CHF | 213 934 CHF | 83,39% | 83,39% |
12/11/2024 | 0,96% | 1,06 CHF | 1,07 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 624 839 CHF | 210 280 CHF | 91,64% | 91,64% |
11/11/2024 | 1,00% | 0,99 CHF | 1,00 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 597 342 CHF | 201 114 CHF | 92,96% | 92,96% |
08/11/2024 | 0,96% | 1,06 CHF | 1,07 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 624 946 CHF | 210 315 CHF | 88,04% | 88,04% |
07/11/2024 | 0,96% | 1,02 CHF | 1,03 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 619 185 CHF | 208 395 CHF | 95,27% | 95,27% |