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% | 1,05 CHF | 1,06 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 322 394 CHF | 108 465 CHF | 99,44% | 99,44% |
19/11/2024 | 0,92% | 1,06 CHF | 1,07 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 323 754 CHF | 108 918 CHF | 98,96% | 98,96% |
18/11/2024 | 0,93% | 1,07 CHF | 1,08 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 321 800 CHF | 108 267 CHF | 97,68% | 97,68% |
15/11/2024 | 0,92% | 1,07 CHF | 1,08 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 325 487 CHF | 109 496 CHF | 99,44% | 99,44% |
14/11/2024 | 0,83% | 1,23 CHF | 1,24 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 360 370 CHF | 121 123 CHF | 99,44% | 99,44% |
13/11/2024 | 0,82% | 1,21 CHF | 1,22 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 365 710 CHF | 122 903 CHF | 96,93% | 96,93% |
12/11/2024 | 0,79% | 1,25 CHF | 1,26 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 376 530 CHF | 126 510 CHF | 96,84% | 96,84% |
11/11/2024 | 0,77% | 1,29 CHF | 1,30 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 389 848 CHF | 130 949 CHF | 98,87% | 98,87% |
08/11/2024 | 0,76% | 1,29 CHF | 1,30 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 391 647 CHF | 131 549 CHF | 93,36% | 93,36% |
07/11/2024 | 0,77% | 1,28 CHF | 1,29 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 387 169 CHF | 130 056 CHF | 98,70% | 98,70% |