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 | 0,89% | 1,10 CHF | 1,11 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 672 745 CHF | 226 248 CHF | 89,44% | 89,44% |
19/11/2024 | 0,93% | 1,07 CHF | 1,08 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 642 942 CHF | 216 314 CHF | 90,49% | 90,49% |
18/11/2024 | 0,91% | 1,12 CHF | 1,13 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 659 800 CHF | 221 933 CHF | 88,90% | 88,90% |
15/11/2024 | 0,85% | 1,13 CHF | 1,14 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 703 996 CHF | 236 666 CHF | 86,18% | 86,18% |
14/11/2024 | 0,84% | 1,20 CHF | 1,21 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 707 825 CHF | 237 942 CHF | 89,16% | 89,16% |
13/11/2024 | 0,85% | 1,16 CHF | 1,17 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 703 843 CHF | 236 614 CHF | 83,48% | 83,48% |
12/11/2024 | 0,83% | 1,16 CHF | 1,17 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 723 644 CHF | 243 215 CHF | 91,62% | 91,62% |
11/11/2024 | 0,76% | 1,31 CHF | 1,32 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 782 177 CHF | 262 726 CHF | 92,97% | 92,97% |
08/11/2024 | 0,82% | 1,18 CHF | 1,19 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 732 593 CHF | 246 198 CHF | 88,02% | 88,02% |
07/11/2024 | 0,80% | 1,28 CHF | 1,29 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 751 456 CHF | 252 485 CHF | 95,27% | 95,27% |