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 | 0,79% | 1,28 CHF | 1,29 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 378 521 CHF | 127 174 CHF | 98,86% | 98,86% |
19/11/2024 | 0,79% | 1,25 CHF | 1,26 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 378 930 CHF | 127 310 CHF | 90,61% | 90,61% |
18/11/2024 | 0,81% | 1,21 CHF | 1,22 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 369 866 CHF | 124 289 CHF | 96,70% | 96,70% |
15/11/2024 | 0,80% | 1,24 CHF | 1,25 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 372 111 CHF | 125 037 CHF | 98,35% | 98,35% |
14/11/2024 | 0,77% | 1,26 CHF | 1,27 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 389 088 CHF | 130 696 CHF | 98,89% | 98,89% |
13/11/2024 | 0,75% | 1,34 CHF | 1,35 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 396 905 CHF | 133 302 CHF | 96,35% | 96,35% |
12/11/2024 | 0,80% | 1,28 CHF | 1,29 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 372 276 CHF | 125 092 CHF | 96,25% | 96,25% |
11/11/2024 | 0,82% | 1,21 CHF | 1,22 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 364 052 CHF | 122 351 CHF | 98,71% | 98,71% |
08/11/2024 | 0,81% | 1,23 CHF | 1,24 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 370 544 CHF | 124 515 CHF | 98,84% | 98,84% |
07/11/2024 | 0,80% | 1,24 CHF | 1,25 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 375 180 CHF | 126 060 CHF | 98,19% | 98,19% |