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 | 0,87% | 1,12 CHF | 1,13 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 575 113 CHF | 116 023 CHF | 99,27% | 99,27% |
19/11/2024 | 0,86% | 1,16 CHF | 1,17 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 577 517 CHF | 116 503 CHF | 99,27% | 99,27% |
18/11/2024 | 0,88% | 1,14 CHF | 1,15 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 565 794 CHF | 114 159 CHF | 99,27% | 99,27% |
15/11/2024 | 0,90% | 1,10 CHF | 1,11 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 550 372 CHF | 111 074 CHF | 99,27% | 99,27% |
14/11/2024 | 0,90% | 1,13 CHF | 1,14 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 554 954 CHF | 111 991 CHF | 99,27% | 99,27% |
13/11/2024 | 0,90% | 1,10 CHF | 1,11 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 551 006 CHF | 111 201 CHF | 99,27% | 99,27% |
12/11/2024 | 0,85% | 1,16 CHF | 1,17 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 583 774 CHF | 117 755 CHF | 99,25% | 99,25% |
11/11/2024 | 0,81% | 1,22 CHF | 1,23 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 616 064 CHF | 124 213 CHF | 99,27% | 99,27% |
08/11/2024 | 0,81% | 1,23 CHF | 1,24 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 618 599 CHF | 124 720 CHF | 99,26% | 99,26% |
07/11/2024 | 0,79% | 1,26 CHF | 1,27 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 632 234 CHF | 127 447 CHF | 1,12% | 1,12% |