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 | 0,73% | 1,34 CHF | 1,35 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 411 127 CHF | 138 042 CHF | 99,37% | 99,37% |
19/11/2024 | 0,74% | 1,37 CHF | 1,38 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 405 400 CHF | 136 133 CHF | 99,38% | 99,38% |
18/11/2024 | 0,72% | 1,43 CHF | 1,44 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 417 926 CHF | 140 309 CHF | 97,33% | 97,33% |
15/11/2024 | 0,72% | 1,39 CHF | 1,40 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 414 396 CHF | 139 132 CHF | 99,38% | 99,38% |
14/11/2024 | 0,75% | 1,35 CHF | 1,36 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 399 260 CHF | 134 087 CHF | 99,37% | 99,37% |
13/11/2024 | 0,82% | 1,20 CHF | 1,21 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 363 483 CHF | 122 161 CHF | 96,97% | 96,97% |
12/11/2024 | 0,78% | 1,19 CHF | 1,20 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 384 102 CHF | 129 034 CHF | 96,84% | 96,84% |
11/11/2024 | 0,73% | 1,34 CHF | 1,35 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 406 739 CHF | 136 580 CHF | 98,77% | 98,77% |
08/11/2024 | 0,73% | 1,32 CHF | 1,33 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 412 352 CHF | 138 451 CHF | 93,17% | 93,17% |
07/11/2024 | 0,69% | 1,44 CHF | 1,45 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 430 297 CHF | 144 432 CHF | 98,70% | 98,70% |