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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 0,74% | 1,36 CHF | 1,37 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 402 056 CHF | 135 019 CHF | 99,44% | 99,44% |
20/11/2024 | 0,79% | 1,20 CHF | 1,21 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 376 519 CHF | 126 506 CHF | 99,44% | 99,44% |
19/11/2024 | 0,79% | 1,24 CHF | 1,25 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 378 517 CHF | 127 172 CHF | 98,97% | 98,97% |
18/11/2024 | 0,81% | 1,27 CHF | 1,28 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 369 835 CHF | 124 278 CHF | 97,73% | 97,73% |
15/11/2024 | 0,71% | 1,34 CHF | 1,35 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 421 575 CHF | 141 525 CHF | 99,44% | 99,44% |
14/11/2024 | 0,67% | 1,54 CHF | 1,55 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 448 772 CHF | 150 591 CHF | 99,44% | 99,44% |
13/11/2024 | 0,79% | 1,26 CHF | 1,27 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 378 180 CHF | 127 060 CHF | 96,96% | 96,96% |
12/11/2024 | 0,75% | 1,30 CHF | 1,31 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 396 335 CHF | 133 112 CHF | 96,91% | 96,91% |
11/11/2024 | 0,77% | 1,29 CHF | 1,30 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 389 994 CHF | 130 998 CHF | 99,47% | 99,47% |
08/11/2024 | 0,80% | 1,23 CHF | 1,24 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 374 374 CHF | 125 791 CHF | 91,32% | 91,32% |