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% | 1,10 CHF | 1,11 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 325 507 CHF | 109 502 CHF | 99,38% | 99,38% |
19/11/2024 | 0,94% | 1,09 CHF | 1,10 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 318 916 CHF | 107 305 CHF | 99,38% | 99,38% |
18/11/2024 | 0,93% | 1,07 CHF | 1,08 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 321 540 CHF | 108 180 CHF | 97,51% | 97,51% |
15/11/2024 | 0,90% | 1,09 CHF | 1,10 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 331 029 CHF | 111 343 CHF | 99,38% | 99,38% |
14/11/2024 | 0,92% | 1,10 CHF | 1,11 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 325 894 CHF | 109 631 CHF | 99,37% | 99,37% |
13/11/2024 | 0,92% | 1,09 CHF | 1,10 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 325 340 CHF | 109 447 CHF | 96,97% | 96,97% |
12/11/2024 | 0,95% | 1,08 CHF | 1,09 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 313 617 CHF | 105 539 CHF | 96,91% | 96,91% |
11/11/2024 | 0,97% | 1,04 CHF | 1,05 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 308 509 CHF | 103 836 CHF | 98,25% | 98,25% |
08/11/2024 | 0,99% | 1,01 CHF | 1,02 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 300 610 CHF | 101 203 CHF | 99,27% | 99,27% |
07/11/2024 | 1,01% | 1,00 CHF | 1,01 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 295 156 CHF | 99 386 CHF | 98,70% | 98,70% |