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 | 0,86% | 1,16 CHF | 1,17 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 576 862 CHF | 116 372 CHF | 99,27% | 99,27% |
19/11/2024 | 0,86% | 1,16 CHF | 1,17 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 580 914 CHF | 117 183 CHF | 99,27% | 99,27% |
18/11/2024 | 0,88% | 1,14 CHF | 1,15 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 568 456 CHF | 114 691 CHF | 99,27% | 99,27% |
15/11/2024 | 0,90% | 1,12 CHF | 1,13 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 552 017 CHF | 111 403 CHF | 99,27% | 99,27% |
14/11/2024 | 0,93% | 1,08 CHF | 1,09 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 536 043 CHF | 108 209 CHF | 99,27% | 99,27% |
13/11/2024 | 0,93% | 1,06 CHF | 1,07 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 536 226 CHF | 108 245 CHF | 99,27% | 99,27% |
12/11/2024 | 0,95% | 1,05 CHF | 1,06 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 524 214 CHF | 105 843 CHF | 99,25% | 99,25% |
11/11/2024 | 0,97% | 1,03 CHF | 1,04 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 513 586 CHF | 103 717 CHF | 99,27% | 99,27% |
08/11/2024 | 0,95% | 1,05 CHF | 1,06 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 525 568 CHF | 106 114 CHF | 99,25% | 99,25% |
07/11/2024 | 0,91% | 1,09 CHF | 1,10 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 545 000 CHF | 110 000 CHF | 1,12% | 1,12% |