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 | 0,83% | 1,17 CHF | 1,18 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 358 920 CHF | 120 640 CHF | 99,44% | 99,44% |
19/11/2024 | 0,83% | 1,19 CHF | 1,20 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 360 141 CHF | 121 047 CHF | 98,95% | 98,95% |
18/11/2024 | 0,83% | 1,19 CHF | 1,20 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 358 500 CHF | 120 500 CHF | 97,61% | 97,61% |
15/11/2024 | 0,83% | 1,19 CHF | 1,20 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 362 144 CHF | 121 715 CHF | 99,44% | 99,44% |
14/11/2024 | 0,75% | 1,35 CHF | 1,36 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 397 033 CHF | 133 344 CHF | 99,44% | 99,44% |
13/11/2024 | 0,74% | 1,33 CHF | 1,34 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 402 247 CHF | 135 082 CHF | 96,92% | 96,92% |
12/11/2024 | 0,72% | 1,37 CHF | 1,38 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 412 974 CHF | 138 658 CHF | 96,92% | 96,92% |
11/11/2024 | 0,70% | 1,41 CHF | 1,42 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 426 591 CHF | 143 197 CHF | 98,87% | 98,87% |
08/11/2024 | 0,70% | 1,42 CHF | 1,43 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 428 304 CHF | 143 768 CHF | 93,36% | 93,36% |
07/11/2024 | 0,71% | 1,41 CHF | 1,42 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 423 778 CHF | 142 259 CHF | 98,69% | 98,69% |