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 | 0,83% | 1,23 CHF | 1,24 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 360 947 CHF | 121 316 CHF | 99,44% | 99,44% |
19/11/2024 | 0,81% | 1,21 CHF | 1,22 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 367 022 CHF | 123 341 CHF | 99,44% | 99,44% |
18/11/2024 | 0,81% | 1,22 CHF | 1,23 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 366 819 CHF | 123 273 CHF | 97,65% | 97,65% |
15/11/2024 | 0,86% | 1,21 CHF | 1,22 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 347 831 CHF | 116 944 CHF | 99,45% | 99,45% |
14/11/2024 | 0,93% | 1,08 CHF | 1,09 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 320 050 CHF | 107 683 CHF | 99,44% | 99,44% |
13/11/2024 | 0,91% | 1,10 CHF | 1,11 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 329 781 CHF | 110 927 CHF | 96,93% | 96,93% |
12/11/2024 | 0,91% | 1,11 CHF | 1,12 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 328 873 CHF | 110 624 CHF | 96,87% | 96,87% |
11/11/2024 | 0,95% | 1,08 CHF | 1,09 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 315 976 CHF | 106 325 CHF | 99,44% | 99,44% |
08/11/2024 | 0,98% | 1,04 CHF | 1,05 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 303 706 CHF | 102 235 CHF | 99,28% | 99,28% |
07/11/2024 | 0,98% | 1,01 CHF | 1,02 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 305 264 CHF | 102 755 CHF | 98,70% | 98,70% |