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 | 0,93% | 1,04 CHF | 1,05 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 322 413 CHF | 108 471 CHF | 88,81% | 88,81% |
19/11/2024 | 0,95% | 1,03 CHF | 1,04 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 313 604 CHF | 105 535 CHF | 95,06% | 95,06% |
18/11/2024 | 0,91% | 1,10 CHF | 1,11 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 326 804 CHF | 109 935 CHF | 94,57% | 94,57% |
15/11/2024 | 0,92% | 1,09 CHF | 1,10 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 326 062 CHF | 109 687 CHF | 93,41% | 93,41% |
14/11/2024 | 0,94% | 1,08 CHF | 1,09 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 316 747 CHF | 106 582 CHF | 97,41% | 97,41% |
13/11/2024 | 0,93% | 1,04 CHF | 1,05 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 322 403 CHF | 108 468 CHF | 98,69% | 98,69% |
12/11/2024 | 0,93% | 1,02 CHF | 1,03 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 321 507 CHF | 108 169 CHF | 95,21% | 95,21% |
11/11/2024 | 0,87% | 1,14 CHF | 1,15 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 345 223 CHF | 116 074 CHF | 95,38% | 95,38% |
08/11/2024 | 0,89% | 1,10 CHF | 1,11 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 334 088 CHF | 112 363 CHF | 96,56% | 96,56% |
07/11/2024 | 0,86% | 1,16 CHF | 1,17 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 347 339 CHF | 116 780 CHF | 97,40% | 97,40% |