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 | 367 880 CHF | 370 880 CHF | 100,00% | 100,00% |
19/11/2024 | 0,81% | 1,23 CHF | 1,24 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 369 545 CHF | 372 545 CHF | 99,91% | 99,91% |
18/11/2024 | 0,83% | 1,21 CHF | 1,22 CHF | 300 000 | 300 000 | 297 071 | 297 071 | 357 255 CHF | 360 225 CHF | 100,00% | 100,00% |
15/11/2024 | 0,85% | 1,19 CHF | 1,20 CHF | 290 000 | 290 000 | 290 584 | 290 584 | 342 369 CHF | 345 275 CHF | 100,00% | 100,00% |
14/11/2024 | 0,88% | 1,12 CHF | 1,13 CHF | 290 000 | 290 000 | 290 000 | 290 000 | 328 262 CHF | 331 162 CHF | 100,00% | 100,00% |
13/11/2024 | 0,90% | 1,11 CHF | 1,12 CHF | 290 000 | 290 000 | 284 460 | 284 460 | 314 384 CHF | 317 229 CHF | 100,00% | 100,00% |
12/11/2024 | 0,90% | 1,12 CHF | 1,13 CHF | 290 000 | 290 000 | 285 348 | 285 348 | 317 264 CHF | 320 117 CHF | 99,93% | 99,93% |
11/11/2024 | 0,92% | 1,08 CHF | 1,09 CHF | 280 000 | 280 000 | 280 000 | 280 000 | 302 822 CHF | 305 622 CHF | 100,00% | 100,00% |
08/11/2024 | 0,90% | 1,11 CHF | 1,12 CHF | 290 000 | 290 000 | 284 001 | 284 001 | 313 721 CHF | 316 561 CHF | 98,97% | 98,97% |
07/11/2024 | 0,92% | 1,08 CHF | 1,09 CHF | 280 000 | 280 000 | 280 000 | 280 000 | 303 328 CHF | 306 128 CHF | 100,00% | 100,00% |