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 | 0,78% | 1,19 CHF | 1,20 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 381 606 CHF | 128 202 CHF | 90,40% | 90,40% |
19/11/2024 | 0,80% | 1,27 CHF | 1,28 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 375 723 CHF | 126 241 CHF | 95,53% | 95,53% |
18/11/2024 | 0,75% | 1,34 CHF | 1,35 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 396 298 CHF | 133 099 CHF | 94,31% | 94,31% |
15/11/2024 | 0,80% | 1,22 CHF | 1,23 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 371 980 CHF | 124 993 CHF | 94,67% | 94,67% |
14/11/2024 | 0,82% | 1,24 CHF | 1,25 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 364 346 CHF | 122 449 CHF | 97,40% | 97,40% |
13/11/2024 | 0,83% | 1,17 CHF | 1,18 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 359 299 CHF | 120 766 CHF | 96,73% | 96,73% |
12/11/2024 | 0,79% | 1,17 CHF | 1,18 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 377 029 CHF | 126 676 CHF | 93,20% | 93,20% |
11/11/2024 | 0,77% | 1,32 CHF | 1,33 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 389 811 CHF | 130 937 CHF | 95,37% | 95,37% |
08/11/2024 | 0,79% | 1,24 CHF | 1,25 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 376 519 CHF | 126 506 CHF | 98,15% | 98,15% |
07/11/2024 | 0,74% | 1,31 CHF | 1,32 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 401 400 CHF | 134 800 CHF | 97,69% | 97,69% |