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 | 0,86% | 1,15 CHF | 1,16 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 348 209 CHF | 117 070 CHF | 97,80% | 97,80% |
19/11/2024 | 0,84% | 1,19 CHF | 1,20 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 356 649 CHF | 119 883 CHF | 93,00% | 93,00% |
18/11/2024 | 0,81% | 1,20 CHF | 1,21 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 368 178 CHF | 123 726 CHF | 93,76% | 93,76% |
15/11/2024 | 0,82% | 1,27 CHF | 1,28 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 366 553 CHF | 123 184 CHF | 96,44% | 96,44% |
14/11/2024 | 0,82% | 1,23 CHF | 1,24 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 364 387 CHF | 122 462 CHF | 97,73% | 97,73% |
13/11/2024 | 0,81% | 1,22 CHF | 1,23 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 368 411 CHF | 123 804 CHF | 94,88% | 94,88% |
12/11/2024 | 0,79% | 1,25 CHF | 1,26 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 379 885 CHF | 127 628 CHF | 96,42% | 96,42% |
11/11/2024 | 0,77% | 1,28 CHF | 1,29 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 385 856 CHF | 129 619 CHF | 96,36% | 96,36% |
08/11/2024 | 0,75% | 1,33 CHF | 1,34 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 399 543 CHF | 134 181 CHF | 92,12% | 92,12% |
07/11/2024 | 0,73% | 1,32 CHF | 1,33 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 406 874 CHF | 136 625 CHF | 98,20% | 98,20% |