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 | 0,69% | 1,43 CHF | 1,44 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 1 089 890 CHF | 365 797 CHF | 99,38% | 99,38% |
19/11/2024 | 0,70% | 1,38 CHF | 1,39 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 1 060 580 CHF | 356 027 CHF | 99,37% | 99,37% |
18/11/2024 | 0,77% | 1,35 CHF | 1,36 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 969 054 CHF | 325 518 CHF | 99,25% | 99,25% |
15/11/2024 | 0,87% | 1,17 CHF | 1,18 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 860 780 CHF | 289 426 CHF | 99,37% | 99,37% |
14/11/2024 | 0,96% | 1,13 CHF | 1,14 CHF | 750 000 | 250 000 | 763 386 | 254 462 | 796 803 CHF | 268 146 CHF | 99,37% | 99,37% |
13/11/2024 | 0,90% | 1,11 CHF | 1,12 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 826 309 CHF | 277 936 CHF | 99,37% | 99,37% |
12/11/2024 | 0,88% | 1,06 CHF | 1,07 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 852 528 CHF | 286 676 CHF | 99,37% | 99,37% |
11/11/2024 | 0,79% | 1,23 CHF | 1,24 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 944 100 CHF | 317 200 CHF | 99,37% | 99,37% |
08/11/2024 | 1,05% | 0,94 CHF | 0,95 CHF | 750 000 | 250 000 | 779 778 | 259 926 | 737 082 CHF | 248 293 CHF | 99,37% | 99,37% |
07/11/2024 | 0,98% | 1,02 CHF | 1,03 CHF | 750 000 | 250 000 | 768 540 | 256 180 | 783 058 CHF | 263 581 CHF | 98,38% | 98,38% |