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 | 0,96% | 0,99 CHF | 1,00 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 312 163 CHF | 105 054 CHF | 99,44% | 99,44% |
19/11/2024 | 0,95% | 1,03 CHF | 1,04 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 314 372 CHF | 105 791 CHF | 98,95% | 98,95% |
18/11/2024 | 0,98% | 1,06 CHF | 1,07 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 305 390 CHF | 102 797 CHF | 97,73% | 97,73% |
15/11/2024 | 0,84% | 1,13 CHF | 1,14 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 356 669 CHF | 119 890 CHF | 99,44% | 99,44% |
14/11/2024 | 0,78% | 1,33 CHF | 1,34 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 384 088 CHF | 129 029 CHF | 99,44% | 99,44% |
13/11/2024 | 0,95% | 1,04 CHF | 1,05 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 313 442 CHF | 105 481 CHF | 96,92% | 96,92% |
12/11/2024 | 0,90% | 1,08 CHF | 1,09 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 331 806 CHF | 111 602 CHF | 96,92% | 96,92% |
11/11/2024 | 0,92% | 1,08 CHF | 1,09 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 325 237 CHF | 109 412 CHF | 99,47% | 99,47% |
08/11/2024 | 0,97% | 1,02 CHF | 1,03 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 309 565 CHF | 104 188 CHF | 91,32% | 91,32% |
07/11/2024 | 0,97% | 1,04 CHF | 1,05 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 307 293 CHF | 103 431 CHF | 98,70% | 98,70% |