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% | 1,12 CHF | 1,13 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 671 355 CHF | 225 785 CHF | 99,03% | 99,03% |
19/11/2024 | 0,90% | 1,11 CHF | 1,12 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 665 750 CHF | 223 917 CHF | 99,38% | 99,38% |
18/11/2024 | 0,91% | 1,09 CHF | 1,10 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 653 982 CHF | 219 994 CHF | 97,64% | 97,64% |
15/11/2024 | 0,94% | 1,11 CHF | 1,12 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 633 870 CHF | 213 290 CHF | 98,89% | 98,89% |
14/11/2024 | 0,94% | 1,06 CHF | 1,07 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 635 247 CHF | 213 749 CHF | 99,38% | 99,38% |
13/11/2024 | 0,98% | 1,04 CHF | 1,05 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 608 994 CHF | 204 998 CHF | 93,58% | 93,58% |
12/11/2024 | 0,98% | 1,03 CHF | 1,04 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 609 078 CHF | 205 026 CHF | 96,93% | 96,93% |
11/11/2024 | 1,05% | 0,96 CHF | 0,97 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 567 901 CHF | 191 300 CHF | 99,35% | 99,35% |
08/11/2024 | 1,05% | 0,98 CHF | 0,99 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 566 165 CHF | 190 722 CHF | 99,35% | 99,35% |
07/11/2024 | 1,11% | 0,88 CHF | 0,89 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 536 211 CHF | 180 737 CHF | 98,69% | 98,69% |