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 | 0,81% | 1,20 CHF | 1,21 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 369 130 CHF | 124 043 CHF | 97,80% | 97,80% |
19/11/2024 | 0,84% | 1,18 CHF | 1,19 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 355 563 CHF | 119 521 CHF | 95,64% | 95,64% |
18/11/2024 | 0,85% | 1,20 CHF | 1,21 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 350 868 CHF | 117 956 CHF | 94,26% | 94,26% |
15/11/2024 | 0,84% | 1,19 CHF | 1,20 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 356 072 CHF | 119 691 CHF | 94,33% | 94,33% |
14/11/2024 | 0,81% | 1,23 CHF | 1,24 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 368 113 CHF | 123 704 CHF | 98,60% | 98,60% |
13/11/2024 | 0,97% | 1,01 CHF | 1,02 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 308 703 CHF | 103 901 CHF | 97,05% | 97,05% |
12/11/2024 | 0,89% | 1,07 CHF | 1,08 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 337 334 CHF | 113 445 CHF | 97,42% | 97,42% |
11/11/2024 | 0,84% | 1,20 CHF | 1,21 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 357 760 CHF | 120 253 CHF | 95,39% | 95,39% |
08/11/2024 | 0,87% | 1,17 CHF | 1,18 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 342 133 CHF | 115 044 CHF | 96,77% | 96,77% |
07/11/2024 | 0,91% | 1,10 CHF | 1,11 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 328 673 CHF | 110 558 CHF | 98,04% | 98,04% |