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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 0,85% | 1,21 CHF | 1,22 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 587 877 CHF | 118 575 CHF | 99,27% | 99,27% |
22/11/2024 | 0,87% | 1,16 CHF | 1,17 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 572 882 CHF | 115 576 CHF | 99,26% | 99,26% |
20/11/2024 | 0,92% | 1,05 CHF | 1,06 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 541 096 CHF | 109 219 CHF | 99,27% | 99,27% |
19/11/2024 | 0,92% | 1,06 CHF | 1,07 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 538 633 CHF | 108 727 CHF | 99,27% | 99,27% |
18/11/2024 | 0,92% | 1,11 CHF | 1,12 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 538 703 CHF | 108 741 CHF | 99,27% | 99,27% |
15/11/2024 | 0,90% | 1,09 CHF | 1,10 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 552 644 CHF | 111 529 CHF | 99,27% | 99,27% |
14/11/2024 | 0,89% | 1,12 CHF | 1,13 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 559 672 CHF | 112 934 CHF | 99,27% | 99,27% |
13/11/2024 | 0,96% | 1,03 CHF | 1,04 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 521 116 CHF | 105 223 CHF | 99,27% | 99,27% |
12/11/2024 | 0,94% | 1,04 CHF | 1,05 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 531 826 CHF | 107 365 CHF | 99,25% | 99,25% |
11/11/2024 | 0,89% | 1,10 CHF | 1,11 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 556 373 CHF | 112 275 CHF | 99,27% | 99,27% |