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 | 0,94% | 1,08 CHF | 1,09 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 319 317 CHF | 107 439 CHF | 98,36% | 98,36% |
19/11/2024 | 0,92% | 1,07 CHF | 1,08 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 326 295 CHF | 109 765 CHF | 97,50% | 97,50% |
18/11/2024 | 0,95% | 1,06 CHF | 1,07 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 314 302 CHF | 105 767 CHF | 96,26% | 96,26% |
15/11/2024 | 0,96% | 1,03 CHF | 1,04 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 311 864 CHF | 104 955 CHF | 98,88% | 98,88% |
14/11/2024 | 0,92% | 1,08 CHF | 1,09 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 325 178 CHF | 109 393 CHF | 96,89% | 96,89% |
13/11/2024 | 0,92% | 1,10 CHF | 1,11 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 323 095 CHF | 108 698 CHF | 94,45% | 94,45% |
12/11/2024 | 0,94% | 1,07 CHF | 1,08 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 316 057 CHF | 106 352 CHF | 94,65% | 94,65% |
11/11/2024 | 0,95% | 1,04 CHF | 1,05 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 315 657 CHF | 106 219 CHF | 96,44% | 96,44% |
08/11/2024 | 0,94% | 1,06 CHF | 1,07 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 316 607 CHF | 106 536 CHF | 92,07% | 92,07% |
07/11/2024 | 0,93% | 1,07 CHF | 1,08 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 321 847 CHF | 108 282 CHF | 97,60% | 97,60% |