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 | 0,88% | 1,11 CHF | 1,12 CHF | 200 000 | 200 000 | 199 598 | 199 598 | 225 651 CHF | 227 647 CHF | 99,48% | 99,48% |
19/11/2024 | 0,92% | 1,09 CHF | 1,10 CHF | 205 000 | 205 000 | 203 401 | 203 401 | 221 310 CHF | 223 344 CHF | 99,41% | 99,41% |
18/11/2024 | 0,87% | 1,16 CHF | 1,17 CHF | 200 000 | 200 000 | 199 175 | 199 175 | 228 867 CHF | 230 859 CHF | 99,89% | 99,89% |
15/11/2024 | 0,88% | 1,14 CHF | 1,15 CHF | 200 000 | 200 000 | 199 175 | 199 175 | 225 971 CHF | 227 962 CHF | 100,00% | 100,00% |
14/11/2024 | 0,91% | 1,12 CHF | 1,13 CHF | 200 000 | 200 000 | 201 617 | 201 617 | 221 221 CHF | 223 237 CHF | 98,68% | 98,68% |
13/11/2024 | 0,92% | 1,03 CHF | 1,04 CHF | 205 000 | 205 000 | 203 635 | 203 635 | 219 686 CHF | 221 722 CHF | 100,00% | 100,00% |
12/11/2024 | 0,88% | 1,08 CHF | 1,09 CHF | 205 000 | 205 000 | 199 774 | 199 774 | 224 856 CHF | 226 854 CHF | 99,88% | 99,88% |
11/11/2024 | 0,89% | 1,16 CHF | 1,17 CHF | 200 000 | 200 000 | 199 744 | 199 744 | 223 253 CHF | 225 250 CHF | 100,00% | 100,00% |
08/11/2024 | 0,94% | 1,04 CHF | 1,05 CHF | 205 000 | 205 000 | 203 526 | 203 526 | 216 056 CHF | 218 091 CHF | 98,51% | 98,51% |
07/11/2024 | 0,85% | 1,15 CHF | 1,16 CHF | 200 000 | 200 000 | 195 145 | 195 145 | 229 171 CHF | 231 123 CHF | 100,00% | 100,00% |