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 | 0,74% | 1,30 CHF | 1,31 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 401 365 CHF | 134 788 CHF | 99,38% | 99,38% |
19/11/2024 | 0,73% | 1,35 CHF | 1,36 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 408 206 CHF | 137 069 CHF | 99,38% | 99,38% |
18/11/2024 | 0,69% | 1,42 CHF | 1,43 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 435 229 CHF | 146 076 CHF | 97,06% | 97,06% |
15/11/2024 | 0,67% | 1,50 CHF | 1,51 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 443 088 CHF | 148 696 CHF | 99,38% | 99,38% |
14/11/2024 | 0,65% | 1,47 CHF | 1,48 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 458 018 CHF | 153 673 CHF | 99,37% | 99,37% |
13/11/2024 | 0,70% | 1,48 CHF | 1,49 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 429 164 CHF | 144 055 CHF | 97,02% | 97,02% |
12/11/2024 | 0,70% | 1,43 CHF | 1,44 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 429 639 CHF | 144 213 CHF | 96,81% | 96,81% |
11/11/2024 | 0,78% | 1,37 CHF | 1,38 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 384 199 CHF | 129 066 CHF | 99,34% | 99,34% |
08/11/2024 | 0,82% | 1,21 CHF | 1,22 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 365 683 CHF | 122 894 CHF | 99,27% | 99,27% |
07/11/2024 | 0,83% | 1,18 CHF | 1,19 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 362 079 CHF | 121 693 CHF | 98,69% | 98,69% |