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 | 0,77% | 1,26 CHF | 1,27 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 644 884 CHF | 129 977 CHF | 99,27% | 99,27% |
19/11/2024 | 0,77% | 1,29 CHF | 1,30 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 646 114 CHF | 130 223 CHF | 99,27% | 99,27% |
18/11/2024 | 0,78% | 1,28 CHF | 1,29 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 634 827 CHF | 127 965 CHF | 99,27% | 99,27% |
15/11/2024 | 0,80% | 1,24 CHF | 1,25 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 619 162 CHF | 124 832 CHF | 99,27% | 99,27% |
14/11/2024 | 0,80% | 1,27 CHF | 1,28 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 624 730 CHF | 125 946 CHF | 99,27% | 99,27% |
13/11/2024 | 0,80% | 1,24 CHF | 1,25 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 619 659 CHF | 124 932 CHF | 99,27% | 99,27% |
12/11/2024 | 0,76% | 1,30 CHF | 1,31 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 652 416 CHF | 131 483 CHF | 99,25% | 99,25% |
11/11/2024 | 0,73% | 1,36 CHF | 1,37 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 684 613 CHF | 137 923 CHF | 99,27% | 99,27% |
08/11/2024 | 0,73% | 1,37 CHF | 1,38 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 686 581 CHF | 138 316 CHF | 99,25% | 99,25% |
07/11/2024 | 0,71% | 1,40 CHF | 1,41 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 701 466 CHF | 141 293 CHF | 1,12% | 1,12% |