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 | 0,82% | 1,18 CHF | 1,19 CHF | 300 000 | 50 000 | 300 000 | 50 000 | 364 475 CHF | 61 246 CHF | 99,16% | 99,16% |
19/11/2024 | 0,85% | 1,18 CHF | 1,19 CHF | 300 000 | 50 000 | 300 000 | 50 000 | 350 916 CHF | 58 986 CHF | 99,17% | 99,17% |
18/11/2024 | 0,82% | 1,22 CHF | 1,23 CHF | 300 000 | 50 000 | 300 000 | 50 000 | 362 830 CHF | 60 972 CHF | 99,22% | 99,22% |
15/11/2024 | 0,84% | 1,14 CHF | 1,15 CHF | 300 000 | 50 000 | 300 000 | 50 000 | 356 684 CHF | 59 947 CHF | 99,16% | 99,16% |
14/11/2024 | 0,81% | 1,24 CHF | 1,25 CHF | 300 000 | 50 000 | 300 000 | 50 000 | 369 220 CHF | 62 037 CHF | 99,16% | 99,16% |
13/11/2024 | 0,82% | 1,20 CHF | 1,21 CHF | 300 000 | 50 000 | 300 000 | 50 000 | 365 734 CHF | 61 456 CHF | 99,16% | 99,16% |
12/11/2024 | 0,77% | 1,26 CHF | 1,27 CHF | 300 000 | 50 000 | 300 000 | 50 000 | 387 964 CHF | 65 161 CHF | 99,16% | 99,16% |
11/11/2024 | 0,73% | 1,36 CHF | 1,37 CHF | 300 000 | 50 000 | 300 000 | 50 000 | 407 004 CHF | 68 334 CHF | 99,17% | 99,17% |
08/11/2024 | 0,78% | 1,28 CHF | 1,29 CHF | 300 000 | 50 000 | 300 000 | 50 000 | 383 550 CHF | 64 425 CHF | 99,17% | 99,17% |
07/11/2024 | 0,77% | 1,25 CHF | 1,26 CHF | 300 000 | 50 000 | 300 000 | 50 000 | 386 371 CHF | 64 895 CHF | 98,18% | 98,18% |