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 | 0,75% | 1,30 CHF | 1,31 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 399 476 CHF | 134 159 CHF | 99,36% | 99,36% |
19/11/2024 | 0,78% | 1,30 CHF | 1,31 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 384 259 CHF | 129 086 CHF | 99,38% | 99,38% |
18/11/2024 | 0,75% | 1,35 CHF | 1,36 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 396 958 CHF | 133 319 CHF | 96,59% | 96,59% |
15/11/2024 | 0,78% | 1,28 CHF | 1,29 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 383 279 CHF | 128 760 CHF | 99,38% | 99,38% |
14/11/2024 | 0,82% | 1,25 CHF | 1,26 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 366 220 CHF | 123 073 CHF | 99,37% | 99,37% |
13/11/2024 | 0,85% | 1,17 CHF | 1,18 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 351 924 CHF | 118 308 CHF | 97,02% | 97,02% |
12/11/2024 | 0,80% | 1,17 CHF | 1,18 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 372 519 CHF | 125 173 CHF | 96,86% | 96,86% |
11/11/2024 | 0,73% | 1,35 CHF | 1,36 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 406 813 CHF | 136 604 CHF | 99,25% | 99,25% |
08/11/2024 | 0,76% | 1,30 CHF | 1,31 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 394 985 CHF | 132 662 CHF | 99,28% | 99,28% |
07/11/2024 | 0,73% | 1,35 CHF | 1,36 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 407 748 CHF | 136 916 CHF | 98,70% | 98,70% |