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 | 0,96% | 0,98 CHF | 0,99 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 518 179 CHF | 104 636 CHF | 99,27% | 99,27% |
19/11/2024 | 0,95% | 1,06 CHF | 1,07 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 522 564 CHF | 105 513 CHF | 99,27% | 99,27% |
18/11/2024 | 0,94% | 1,08 CHF | 1,09 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 528 216 CHF | 106 643 CHF | 99,27% | 99,27% |
15/11/2024 | 0,84% | 1,13 CHF | 1,14 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 593 315 CHF | 119 663 CHF | 99,27% | 99,27% |
14/11/2024 | 0,79% | 1,26 CHF | 1,27 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 628 973 CHF | 126 795 CHF | 99,27% | 99,27% |
13/11/2024 | 0,83% | 1,19 CHF | 1,20 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 596 434 CHF | 120 287 CHF | 99,27% | 99,27% |
12/11/2024 | 0,78% | 1,24 CHF | 1,25 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 635 325 CHF | 128 065 CHF | 99,25% | 99,25% |
11/11/2024 | 0,76% | 1,30 CHF | 1,31 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 655 889 CHF | 132 178 CHF | 99,27% | 99,27% |
08/11/2024 | 0,79% | 1,27 CHF | 1,28 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 629 779 CHF | 126 956 CHF | 99,25% | 99,25% |
07/11/2024 | 0,81% | 1,24 CHF | 1,25 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 617 841 CHF | 124 568 CHF | 1,12% | 1,12% |