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 | 0,80% | 1,28 CHF | 1,29 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 374 219 CHF | 125 740 CHF | 99,38% | 99,38% |
19/11/2024 | 0,82% | 1,23 CHF | 1,24 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 365 254 CHF | 122 751 CHF | 99,37% | 99,37% |
18/11/2024 | 0,87% | 1,16 CHF | 1,17 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 341 937 CHF | 114 979 CHF | 97,50% | 97,50% |
15/11/2024 | 0,89% | 1,10 CHF | 1,11 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 335 472 CHF | 112 824 CHF | 99,38% | 99,38% |
14/11/2024 | 0,93% | 1,13 CHF | 1,14 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 321 682 CHF | 108 227 CHF | 99,37% | 99,37% |
13/11/2024 | 0,87% | 1,11 CHF | 1,12 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 344 904 CHF | 115 968 CHF | 96,95% | 96,95% |
12/11/2024 | 0,87% | 1,15 CHF | 1,16 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 343 729 CHF | 115 576 CHF | 96,77% | 96,77% |
11/11/2024 | 0,77% | 1,20 CHF | 1,21 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 387 055 CHF | 130 018 CHF | 99,35% | 99,35% |
08/11/2024 | 0,75% | 1,35 CHF | 1,36 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 400 105 CHF | 134 368 CHF | 99,27% | 99,27% |
07/11/2024 | 0,74% | 1,37 CHF | 1,38 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 406 098 CHF | 136 366 CHF | 98,69% | 98,69% |