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 | 0,70% | 1,43 CHF | 1,44 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 424 627 CHF | 142 542 CHF | 98,38% | 98,38% |
19/11/2024 | 0,69% | 1,42 CHF | 1,43 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 431 529 CHF | 144 843 CHF | 97,50% | 97,50% |
18/11/2024 | 0,71% | 1,41 CHF | 1,42 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 419 775 CHF | 140 925 CHF | 96,24% | 96,24% |
15/11/2024 | 0,72% | 1,38 CHF | 1,39 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 417 537 CHF | 140 179 CHF | 98,89% | 98,89% |
14/11/2024 | 0,69% | 1,43 CHF | 1,44 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 430 757 CHF | 144 586 CHF | 96,88% | 96,88% |
13/11/2024 | 0,70% | 1,45 CHF | 1,46 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 428 809 CHF | 143 936 CHF | 94,47% | 94,47% |
12/11/2024 | 0,71% | 1,42 CHF | 1,43 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 421 599 CHF | 141 533 CHF | 94,56% | 94,56% |
11/11/2024 | 0,71% | 1,40 CHF | 1,41 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 421 319 CHF | 141 440 CHF | 96,45% | 96,45% |
08/11/2024 | 0,71% | 1,42 CHF | 1,43 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 422 550 CHF | 141 850 CHF | 92,06% | 92,06% |
07/11/2024 | 0,70% | 1,42 CHF | 1,43 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 428 205 CHF | 143 735 CHF | 97,59% | 97,59% |