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 | 0,87% | 1,15 CHF | 1,16 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 690 592 CHF | 232 197 CHF | 99,38% | 99,38% |
19/11/2024 | 0,93% | 1,07 CHF | 1,08 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 642 850 CHF | 216 283 CHF | 99,37% | 99,37% |
18/11/2024 | 0,86% | 1,17 CHF | 1,18 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 698 357 CHF | 234 786 CHF | 99,26% | 99,26% |
15/11/2024 | 0,82% | 1,19 CHF | 1,20 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 729 429 CHF | 245 143 CHF | 99,38% | 99,38% |
14/11/2024 | 0,84% | 1,26 CHF | 1,27 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 714 581 CHF | 240 194 CHF | 99,37% | 99,37% |
13/11/2024 | 0,92% | 1,13 CHF | 1,14 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 651 873 CHF | 219 291 CHF | 99,38% | 99,38% |
12/11/2024 | 0,78% | 1,21 CHF | 1,22 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 762 833 CHF | 256 278 CHF | 99,37% | 99,37% |
11/11/2024 | 0,76% | 1,32 CHF | 1,33 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 786 249 CHF | 264 083 CHF | 99,37% | 99,37% |
08/11/2024 | 0,81% | 1,22 CHF | 1,23 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 737 207 CHF | 247 736 CHF | 99,37% | 99,37% |
07/11/2024 | 0,79% | 1,27 CHF | 1,28 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 760 748 CHF | 255 583 CHF | 98,36% | 98,36% |