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% | 1,15 CHF | 1,16 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 560 343 CHF | 565 343 CHF | 100,00% | 100,00% |
19/11/2024 | 0,86% | 1,17 CHF | 1,18 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 581 049 CHF | 586 049 CHF | 100,00% | 100,00% |
18/11/2024 | 0,78% | 1,16 CHF | 1,17 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 643 727 CHF | 648 727 CHF | 100,00% | 100,00% |
15/11/2024 | 0,78% | 1,24 CHF | 1,25 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 638 496 CHF | 643 496 CHF | 100,00% | 100,00% |
14/11/2024 | 0,82% | 1,22 CHF | 1,23 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 609 075 CHF | 614 075 CHF | 100,00% | 100,00% |
13/11/2024 | 0,79% | 1,27 CHF | 1,28 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 634 014 CHF | 639 014 CHF | 100,00% | 100,00% |
12/11/2024 | 0,80% | 1,30 CHF | 1,31 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 620 490 CHF | 625 490 CHF | 100,00% | 100,00% |
11/11/2024 | 0,83% | 1,29 CHF | 1,30 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 600 059 CHF | 605 059 CHF | 100,00% | 100,00% |
08/11/2024 | 0,96% | 1,11 CHF | 1,12 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 518 167 CHF | 523 167 CHF | 100,00% | 100,00% |
07/11/2024 | 0,96% | 0,97 CHF | 0,98 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 517 877 CHF | 522 877 CHF | 100,00% | 100,00% |