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 | 0,87% | 1,14 CHF | 1,15 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 684 575 CHF | 230 192 CHF | 98,92% | 98,92% |
19/11/2024 | 0,85% | 1,15 CHF | 1,16 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 703 091 CHF | 236 364 CHF | 90,32% | 90,32% |
18/11/2024 | 0,81% | 1,24 CHF | 1,25 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 742 116 CHF | 249 372 CHF | 97,11% | 97,11% |
15/11/2024 | 0,80% | 1,25 CHF | 1,25 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 749 845 CHF | 251 948 CHF | 98,92% | 98,92% |
14/11/2024 | 0,79% | 1,26 CHF | 1,27 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 755 882 CHF | 253 961 CHF | 98,93% | 98,93% |
13/11/2024 | 0,79% | 1,25 CHF | 1,26 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 752 845 CHF | 252 948 CHF | 96,40% | 96,40% |
12/11/2024 | 0,80% | 1,25 CHF | 1,26 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 748 943 CHF | 251 648 CHF | 96,36% | 96,36% |
11/11/2024 | 0,80% | 1,25 CHF | 1,25 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 744 740 CHF | 250 247 CHF | 98,85% | 98,85% |
08/11/2024 | 0,81% | 1,24 CHF | 1,25 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 739 849 CHF | 248 616 CHF | 98,89% | 98,89% |
07/11/2024 | 0,82% | 1,23 CHF | 1,24 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 731 801 CHF | 245 934 CHF | 98,24% | 98,24% |