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% | 1,05 CHF | 1,06 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 338 727 CHF | 113 909 CHF | 99,27% | 99,27% |
19/11/2024 | 0,96% | 1,09 CHF | 1,10 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 309 774 CHF | 104 258 CHF | 88,74% | 88,74% |
18/11/2024 | 0,99% | 1,04 CHF | 1,05 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 301 512 CHF | 101 504 CHF | 97,56% | 97,56% |
15/11/2024 | 0,96% | 0,95 CHF | 0,96 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 310 247 CHF | 104 416 CHF | 96,42% | 96,42% |
14/11/2024 | 0,85% | 1,08 CHF | 1,09 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 351 814 CHF | 118 271 CHF | 99,24% | 99,24% |
13/11/2024 | 0,81% | 1,19 CHF | 1,20 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 370 910 CHF | 124 637 CHF | 99,27% | 99,27% |
12/11/2024 | 0,82% | 1,21 CHF | 1,22 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 364 161 CHF | 122 387 CHF | 99,26% | 99,26% |
11/11/2024 | 0,85% | 1,20 CHF | 1,21 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 352 856 CHF | 118 618 CHF | 99,17% | 99,17% |
08/11/2024 | 0,83% | 1,16 CHF | 1,17 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 360 469 CHF | 121 156 CHF | 99,19% | 99,19% |
07/11/2024 | 0,87% | 1,18 CHF | 1,19 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 341 876 CHF | 114 959 CHF | 98,58% | 98,58% |