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 | 0,78% | 1,27 CHF | 1,28 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 641 641 CHF | 129 328 CHF | 99,27% | 99,27% |
19/11/2024 | 0,79% | 1,26 CHF | 1,27 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 630 929 CHF | 127 186 CHF | 99,27% | 99,27% |
18/11/2024 | 0,79% | 1,26 CHF | 1,27 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 628 174 CHF | 126 635 CHF | 99,27% | 99,27% |
15/11/2024 | 0,81% | 1,23 CHF | 1,24 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 612 435 CHF | 123 487 CHF | 99,27% | 99,27% |
14/11/2024 | 0,84% | 1,21 CHF | 1,22 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 594 725 CHF | 119 945 CHF | 99,27% | 99,27% |
13/11/2024 | 0,84% | 1,19 CHF | 1,20 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 593 869 CHF | 119 774 CHF | 99,27% | 99,27% |
12/11/2024 | 0,82% | 1,20 CHF | 1,21 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 605 534 CHF | 122 107 CHF | 99,25% | 99,25% |
11/11/2024 | 0,80% | 1,24 CHF | 1,25 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 622 006 CHF | 125 401 CHF | 99,27% | 99,27% |
08/11/2024 | 0,82% | 1,22 CHF | 1,23 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 604 654 CHF | 121 931 CHF | 99,26% | 99,26% |
07/11/2024 | 0,79% | 1,26 CHF | 1,27 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 630 000 CHF | 127 000 CHF | 1,12% | 1,12% |