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 | 0,79% | 1,23 CHF | 1,24 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 941 169 CHF | 126 489 CHF | 99,38% | 99,38% |
19/11/2024 | 0,81% | 1,22 CHF | 1,23 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 919 343 CHF | 123 579 CHF | 99,38% | 99,38% |
18/11/2024 | 0,82% | 1,23 CHF | 1,24 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 913 488 CHF | 122 798 CHF | 99,25% | 99,25% |
15/11/2024 | 0,85% | 1,18 CHF | 1,19 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 880 292 CHF | 118 372 CHF | 99,38% | 99,38% |
14/11/2024 | 0,88% | 1,16 CHF | 1,17 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 847 689 CHF | 114 025 CHF | 99,37% | 99,37% |
13/11/2024 | 0,88% | 1,13 CHF | 1,14 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 845 010 CHF | 113 668 CHF | 99,37% | 99,37% |
12/11/2024 | 0,86% | 1,14 CHF | 1,15 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 868 686 CHF | 116 825 CHF | 99,37% | 99,37% |
11/11/2024 | 0,83% | 1,20 CHF | 1,21 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 899 787 CHF | 120 972 CHF | 99,37% | 99,37% |
08/11/2024 | 0,86% | 1,17 CHF | 1,18 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 867 343 CHF | 116 646 CHF | 99,37% | 99,37% |
07/11/2024 | 0,84% | 1,17 CHF | 1,18 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 888 722 CHF | 119 496 CHF | 98,37% | 98,37% |