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 | 0,85% | 1,18 CHF | 1,19 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 117 345 CHF | 118 345 CHF | 99,38% | 99,38% |
19/11/2024 | 0,86% | 1,16 CHF | 1,17 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 87 015 CHF | 87 765 CHF | 98,67% | 98,67% |
18/11/2024 | 0,87% | 1,14 CHF | 1,15 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 86 232 CHF | 86 982 CHF | 99,29% | 99,29% |
15/11/2024 | 0,88% | 1,12 CHF | 1,13 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 84 683 CHF | 85 433 CHF | 99,39% | 99,39% |
14/11/2024 | 0,85% | 1,15 CHF | 1,16 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 87 456 CHF | 88 206 CHF | 99,35% | 99,35% |
13/11/2024 | 0,88% | 1,20 CHF | 1,21 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 85 080 CHF | 85 830 CHF | 99,37% | 99,37% |
12/11/2024 | 0,94% | 1,09 CHF | 1,10 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 79 815 CHF | 80 565 CHF | 99,10% | 99,10% |
11/11/2024 | 0,94% | 1,06 CHF | 1,07 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 79 489 CHF | 80 239 CHF | 99,30% | 99,30% |
08/11/2024 | 0,94% | 1,07 CHF | 1,08 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 79 750 CHF | 80 500 CHF | 99,38% | 99,38% |
07/11/2024 | 0,98% | 1,02 CHF | 1,03 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 76 458 CHF | 77 208 CHF | 99,27% | 99,27% |