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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 0,74% | 1,35 CHF | 1,36 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 402 454 CHF | 135 151 CHF | 62,26% | 62,26% |
22/11/2024 | 0,76% | 1,35 CHF | 1,36 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 395 063 CHF | 132 688 CHF | 96,93% | 96,93% |
20/11/2024 | 0,79% | 1,23 CHF | 1,24 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 377 737 CHF | 126 912 CHF | 88,93% | 88,93% |
19/11/2024 | 0,81% | 1,22 CHF | 1,23 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 368 652 CHF | 123 884 CHF | 95,03% | 95,03% |
18/11/2024 | 0,78% | 1,29 CHF | 1,30 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 382 247 CHF | 128 416 CHF | 94,16% | 94,16% |
15/11/2024 | 0,78% | 1,27 CHF | 1,28 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 381 513 CHF | 128 171 CHF | 93,27% | 93,27% |
14/11/2024 | 0,80% | 1,26 CHF | 1,27 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 371 830 CHF | 124 943 CHF | 97,45% | 97,45% |
13/11/2024 | 0,79% | 1,22 CHF | 1,23 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 377 668 CHF | 126 889 CHF | 98,69% | 98,69% |
12/11/2024 | 0,79% | 1,21 CHF | 1,22 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 376 628 CHF | 126 543 CHF | 95,22% | 95,22% |
11/11/2024 | 0,75% | 1,32 CHF | 1,33 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 400 553 CHF | 134 518 CHF | 95,49% | 95,49% |