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 | 0,76% | 1,31 CHF | 1,32 CHF | 450 000 | 100 000 | 450 000 | 100 000 | 590 315 CHF | 132 181 CHF | 99,16% | 99,16% |
19/11/2024 | 0,72% | 1,35 CHF | 1,36 CHF | 450 000 | 100 000 | 450 000 | 100 000 | 626 353 CHF | 140 190 CHF | 99,16% | 99,16% |
18/11/2024 | 0,72% | 1,39 CHF | 1,40 CHF | 450 000 | 100 000 | 450 000 | 100 000 | 624 409 CHF | 139 758 CHF | 99,22% | 99,22% |
15/11/2024 | 0,84% | 1,37 CHF | 1,38 CHF | 450 000 | 100 000 | 450 000 | 100 000 | 534 642 CHF | 119 809 CHF | 99,17% | 99,17% |
14/11/2024 | 1,07% | 0,92 CHF | 0,93 CHF | 450 000 | 100 000 | 450 000 | 100 000 | 419 021 CHF | 94 116 CHF | 99,15% | 99,15% |
13/11/2024 | 1,02% | 0,93 CHF | 0,94 CHF | 450 000 | 100 000 | 450 000 | 100 000 | 437 236 CHF | 98 164 CHF | 99,17% | 99,17% |
12/11/2024 | 1,10% | 0,90 CHF | 0,91 CHF | 450 000 | 100 000 | 450 000 | 100 000 | 409 555 CHF | 92 012 CHF | 99,15% | 99,15% |
11/11/2024 | 1,05% | 0,96 CHF | 0,97 CHF | 450 000 | 100 000 | 450 000 | 100 000 | 424 833 CHF | 95 407 CHF | 99,17% | 99,17% |
08/11/2024 | 0,97% | 1,00 CHF | 1,01 CHF | 450 000 | 100 000 | 450 000 | 100 000 | 463 687 CHF | 104 042 CHF | 99,17% | 99,17% |
07/11/2024 | 0,94% | 1,02 CHF | 1,03 CHF | 450 000 | 100 000 | 450 000 | 100 000 | 479 322 CHF | 107 516 CHF | 98,06% | 98,06% |