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 | 0,95% | 1,06 CHF | 1,07 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 315 139 CHF | 106 046 CHF | 99,38% | 99,38% |
19/11/2024 | 0,97% | 1,06 CHF | 1,07 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 308 572 CHF | 103 857 CHF | 99,38% | 99,38% |
18/11/2024 | 0,96% | 1,03 CHF | 1,04 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 311 246 CHF | 104 749 CHF | 97,18% | 97,18% |
15/11/2024 | 0,93% | 1,06 CHF | 1,07 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 320 519 CHF | 107 840 CHF | 99,38% | 99,38% |
14/11/2024 | 0,95% | 1,07 CHF | 1,08 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 314 767 CHF | 105 922 CHF | 99,37% | 99,37% |
13/11/2024 | 0,95% | 1,06 CHF | 1,07 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 315 560 CHF | 106 187 CHF | 96,90% | 96,90% |
12/11/2024 | 0,98% | 1,04 CHF | 1,05 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 303 329 CHF | 102 110 CHF | 96,92% | 96,92% |
11/11/2024 | 1,00% | 1,00 CHF | 1,01 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 298 288 CHF | 100 429 CHF | 98,25% | 98,25% |
08/11/2024 | 1,03% | 0,98 CHF | 0,99 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 290 717 CHF | 97 906 CHF | 99,27% | 99,27% |
07/11/2024 | 1,05% | 0,96 CHF | 0,97 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 284 491 CHF | 95 830 CHF | 98,71% | 98,71% |