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 | 0,82% | 1,24 CHF | 1,25 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 365 916 CHF | 122 972 CHF | 99,44% | 99,44% |
19/11/2024 | 0,82% | 1,23 CHF | 1,24 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 364 192 CHF | 122 397 CHF | 98,95% | 98,95% |
18/11/2024 | 0,81% | 1,23 CHF | 1,24 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 368 419 CHF | 123 806 CHF | 97,49% | 97,49% |
15/11/2024 | 0,81% | 1,23 CHF | 1,24 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 367 207 CHF | 123 402 CHF | 99,44% | 99,44% |
14/11/2024 | 0,90% | 1,08 CHF | 1,09 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 331 365 CHF | 111 455 CHF | 99,44% | 99,44% |
13/11/2024 | 0,92% | 1,10 CHF | 1,11 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 326 339 CHF | 109 780 CHF | 96,97% | 96,97% |
12/11/2024 | 0,95% | 1,05 CHF | 1,06 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 315 105 CHF | 106 035 CHF | 96,84% | 96,84% |
11/11/2024 | 0,99% | 1,02 CHF | 1,03 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 303 079 CHF | 102 026 CHF | 98,87% | 98,87% |
08/11/2024 | 0,98% | 1,02 CHF | 1,03 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 303 197 CHF | 102 066 CHF | 93,36% | 93,36% |
07/11/2024 | 0,96% | 1,04 CHF | 1,05 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 310 744 CHF | 104 581 CHF | 98,69% | 98,69% |