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 | 0,77% | 1,32 CHF | 1,33 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 389 563 CHF | 130 854 CHF | 98,33% | 98,33% |
19/11/2024 | 0,75% | 1,30 CHF | 1,31 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 396 426 CHF | 133 142 CHF | 97,52% | 97,52% |
18/11/2024 | 0,78% | 1,29 CHF | 1,30 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 384 609 CHF | 129 203 CHF | 96,09% | 96,09% |
15/11/2024 | 0,78% | 1,26 CHF | 1,27 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 382 410 CHF | 128 470 CHF | 98,89% | 98,89% |
14/11/2024 | 0,76% | 1,31 CHF | 1,32 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 395 631 CHF | 132 877 CHF | 96,90% | 96,90% |
13/11/2024 | 0,76% | 1,33 CHF | 1,34 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 393 533 CHF | 132 178 CHF | 94,49% | 94,49% |
12/11/2024 | 0,77% | 1,30 CHF | 1,31 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 386 423 CHF | 129 808 CHF | 94,59% | 94,59% |
11/11/2024 | 0,77% | 1,27 CHF | 1,29 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 386 127 CHF | 129 709 CHF | 96,44% | 96,44% |
08/11/2024 | 0,77% | 1,30 CHF | 1,31 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 387 214 CHF | 130 071 CHF | 92,04% | 92,04% |
07/11/2024 | 0,76% | 1,31 CHF | 1,32 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 392 721 CHF | 131 907 CHF | 97,61% | 97,61% |