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% | 1,06 CHF | 1,07 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 320 429 CHF | 107 810 CHF | 97,83% | 97,83% |
19/11/2024 | 0,91% | 1,10 CHF | 1,11 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 328 772 CHF | 110 591 CHF | 93,00% | 93,00% |
18/11/2024 | 0,88% | 1,11 CHF | 1,12 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 339 982 CHF | 114 327 CHF | 94,59% | 94,59% |
15/11/2024 | 0,88% | 1,18 CHF | 1,19 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 338 759 CHF | 113 920 CHF | 96,45% | 96,45% |
14/11/2024 | 0,89% | 1,13 CHF | 1,14 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 336 340 CHF | 113 113 CHF | 97,74% | 97,74% |
13/11/2024 | 0,88% | 1,12 CHF | 1,13 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 340 427 CHF | 114 476 CHF | 94,89% | 94,89% |
12/11/2024 | 0,85% | 1,15 CHF | 1,16 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 351 942 CHF | 118 314 CHF | 96,36% | 96,36% |
11/11/2024 | 0,84% | 1,19 CHF | 1,20 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 357 816 CHF | 120 272 CHF | 96,36% | 96,36% |
08/11/2024 | 0,80% | 1,24 CHF | 1,25 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 371 423 CHF | 124 808 CHF | 92,38% | 92,38% |
07/11/2024 | 0,79% | 1,23 CHF | 1,24 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 378 657 CHF | 127 219 CHF | 98,20% | 98,20% |