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 | 0,95% | 1,04 CHF | 1,05 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 315 773 CHF | 106 258 CHF | 99,37% | 99,37% |
19/11/2024 | 1,00% | 1,00 CHF | 1,01 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 297 612 CHF | 100 204 CHF | 99,37% | 99,37% |
18/11/2024 | 0,99% | 1,02 CHF | 1,03 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 302 581 CHF | 101 860 CHF | 99,25% | 99,25% |
15/11/2024 | 0,96% | 1,02 CHF | 1,03 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 311 770 CHF | 104 923 CHF | 99,38% | 99,38% |
14/11/2024 | 0,97% | 1,04 CHF | 1,05 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 309 213 CHF | 104 071 CHF | 99,37% | 99,37% |
13/11/2024 | 0,98% | 0,99 CHF | 1,00 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 305 685 CHF | 102 895 CHF | 99,37% | 99,37% |
12/11/2024 | 0,95% | 1,00 CHF | 1,01 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 315 500 CHF | 106 167 CHF | 99,37% | 99,37% |
11/11/2024 | 0,90% | 1,12 CHF | 1,13 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 331 906 CHF | 111 635 CHF | 99,37% | 99,37% |
08/11/2024 | 0,91% | 1,12 CHF | 1,13 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 329 104 CHF | 110 701 CHF | 99,37% | 99,37% |
07/11/2024 | 0,94% | 1,09 CHF | 1,10 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 319 381 CHF | 107 460 CHF | 98,37% | 98,37% |