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 | 0,81% | 1,18 CHF | 1,19 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 1 100 040 CHF | 369 682 CHF | 99,37% | 99,37% |
19/11/2024 | 0,83% | 1,18 CHF | 1,19 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 1 074 060 CHF | 361 019 CHF | 99,38% | 99,38% |
18/11/2024 | 0,84% | 1,21 CHF | 1,22 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 1 064 640 CHF | 357 879 CHF | 99,26% | 99,26% |
15/11/2024 | 0,86% | 1,18 CHF | 1,19 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 1 037 810 CHF | 348 937 CHF | 99,37% | 99,37% |
14/11/2024 | 0,92% | 1,13 CHF | 1,14 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 978 206 CHF | 329 069 CHF | 99,36% | 99,36% |
13/11/2024 | 0,97% | 1,04 CHF | 1,05 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 924 811 CHF | 311 270 CHF | 99,36% | 99,36% |
12/11/2024 | 0,97% | 0,97 CHF | 0,98 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 919 552 CHF | 309 517 CHF | 99,38% | 99,38% |
11/11/2024 | 0,91% | 1,10 CHF | 1,11 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 981 476 CHF | 330 159 CHF | 99,38% | 99,38% |
08/11/2024 | 0,99% | 1,00 CHF | 1,01 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 907 752 CHF | 305 584 CHF | 99,38% | 99,38% |
07/11/2024 | 0,91% | 1,08 CHF | 1,09 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 984 532 CHF | 331 177 CHF | 98,38% | 98,38% |