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 | 0,92% | 1,08 CHF | 1,09 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 646 360 CHF | 217 453 CHF | 99,37% | 99,37% |
19/11/2024 | 0,91% | 1,07 CHF | 1,08 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 656 599 CHF | 220 866 CHF | 99,07% | 99,07% |
18/11/2024 | 0,91% | 1,09 CHF | 1,10 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 656 869 CHF | 220 956 CHF | 96,83% | 96,83% |
15/11/2024 | 0,89% | 1,12 CHF | 1,13 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 668 290 CHF | 224 763 CHF | 99,37% | 99,37% |
14/11/2024 | 0,88% | 1,13 CHF | 1,14 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 678 438 CHF | 228 146 CHF | 99,37% | 99,37% |
13/11/2024 | 0,91% | 1,08 CHF | 1,09 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 654 122 CHF | 220 041 CHF | 96,89% | 96,89% |
12/11/2024 | 0,91% | 1,08 CHF | 1,09 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 655 121 CHF | 220 374 CHF | 96,82% | 96,82% |
11/11/2024 | 0,90% | 1,09 CHF | 1,10 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 662 975 CHF | 222 992 CHF | 98,74% | 98,74% |
08/11/2024 | 0,91% | 1,08 CHF | 1,09 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 655 352 CHF | 220 451 CHF | 93,15% | 93,15% |
07/11/2024 | 0,90% | 1,08 CHF | 1,09 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 661 891 CHF | 222 630 CHF | 98,69% | 98,69% |