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 | 0,85% | 1,11 CHF | 1,12 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 582 867 CHF | 587 867 CHF | 99,54% | 99,54% |
19/11/2024 | 0,85% | 1,17 CHF | 1,18 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 583 917 CHF | 588 917 CHF | 99,56% | 99,56% |
18/11/2024 | 0,79% | 1,26 CHF | 1,27 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 627 150 CHF | 632 150 CHF | 99,58% | 99,58% |
15/11/2024 | 0,81% | 1,23 CHF | 1,24 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 612 656 CHF | 617 656 CHF | 98,92% | 98,92% |
14/11/2024 | 0,88% | 1,18 CHF | 1,19 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 569 341 CHF | 574 341 CHF | 98,73% | 98,73% |
13/11/2024 | 0,93% | 1,05 CHF | 1,06 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 534 511 CHF | 539 511 CHF | 96,69% | 96,69% |
12/11/2024 | 0,83% | 1,12 CHF | 1,13 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 599 334 CHF | 604 334 CHF | 99,56% | 99,56% |
11/11/2024 | 0,84% | 1,22 CHF | 1,23 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 591 782 CHF | 596 782 CHF | 99,57% | 99,57% |
08/11/2024 | 0,85% | 1,14 CHF | 1,15 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 588 581 CHF | 593 581 CHF | 99,52% | 99,52% |
07/11/2024 | 0,78% | 1,32 CHF | 1,33 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 642 603 CHF | 647 603 CHF | 99,49% | 99,49% |