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% | 1,10 CHF | 1,11 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 340 181 CHF | 114 394 CHF | 99,42% | 99,42% |
19/11/2024 | 0,90% | 1,08 CHF | 1,09 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 331 349 CHF | 111 450 CHF | 99,43% | 99,43% |
18/11/2024 | 0,92% | 1,12 CHF | 1,13 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 325 451 CHF | 109 484 CHF | 97,64% | 97,64% |
15/11/2024 | 0,86% | 1,08 CHF | 1,09 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 346 520 CHF | 116 506 CHF | 99,44% | 99,44% |
14/11/2024 | 0,78% | 1,25 CHF | 1,26 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 384 406 CHF | 129 135 CHF | 99,42% | 99,42% |
13/11/2024 | 0,73% | 1,26 CHF | 1,27 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 409 932 CHF | 137 644 CHF | 94,68% | 94,68% |
12/11/2024 | 0,67% | 1,35 CHF | 1,36 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 447 924 CHF | 150 308 CHF | 96,79% | 96,79% |
11/11/2024 | 0,59% | 1,58 CHF | 1,59 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 504 781 CHF | 169 260 CHF | 99,46% | 99,46% |
08/11/2024 | 0,57% | 1,77 CHF | 1,78 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 525 800 CHF | 176 267 CHF | 90,73% | 90,73% |
07/11/2024 | 0,56% | 1,77 CHF | 1,78 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 530 308 CHF | 177 769 CHF | 98,67% | 98,67% |