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% | 1,11 CHF | 1,12 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 344 592 CHF | 115 864 CHF | 99,37% | 99,37% |
19/11/2024 | 0,85% | 1,16 CHF | 1,17 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 351 646 CHF | 118 215 CHF | 99,38% | 99,38% |
18/11/2024 | 0,79% | 1,24 CHF | 1,25 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 378 360 CHF | 127 120 CHF | 97,53% | 97,53% |
15/11/2024 | 0,77% | 1,31 CHF | 1,32 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 386 140 CHF | 129 713 CHF | 99,38% | 99,38% |
14/11/2024 | 0,75% | 1,28 CHF | 1,29 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 400 969 CHF | 134 656 CHF | 99,37% | 99,37% |
13/11/2024 | 0,80% | 1,29 CHF | 1,30 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 372 491 CHF | 125 164 CHF | 96,86% | 96,86% |
12/11/2024 | 0,80% | 1,24 CHF | 1,25 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 373 079 CHF | 125 360 CHF | 96,84% | 96,84% |
11/11/2024 | 0,91% | 1,18 CHF | 1,19 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 327 880 CHF | 110 293 CHF | 99,34% | 99,34% |
08/11/2024 | 0,96% | 1,03 CHF | 1,04 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 309 659 CHF | 104 220 CHF | 99,27% | 99,27% |
07/11/2024 | 0,98% | 1,00 CHF | 1,01 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 306 127 CHF | 103 042 CHF | 98,70% | 98,70% |