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 | 0,86% | 1,18 CHF | 1,19 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 698 335 CHF | 234 778 CHF | 97,97% | 97,97% |
19/11/2024 | 0,85% | 1,17 CHF | 1,18 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 705 783 CHF | 237 261 CHF | 98,64% | 98,64% |
18/11/2024 | 0,85% | 1,18 CHF | 1,19 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 701 336 CHF | 235 779 CHF | 95,97% | 95,97% |
15/11/2024 | 0,83% | 1,20 CHF | 1,21 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 716 851 CHF | 240 950 CHF | 97,51% | 97,51% |
14/11/2024 | 0,80% | 1,20 CHF | 1,21 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 742 829 CHF | 249 610 CHF | 96,33% | 96,33% |
13/11/2024 | 0,79% | 1,27 CHF | 1,28 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 756 235 CHF | 254 078 CHF | 98,58% | 98,58% |
12/11/2024 | 0,84% | 1,22 CHF | 1,23 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 714 232 CHF | 240 077 CHF | 96,94% | 96,94% |
11/11/2024 | 0,83% | 1,19 CHF | 1,20 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 723 603 CHF | 243 201 CHF | 98,78% | 98,78% |
08/11/2024 | 0,81% | 1,23 CHF | 1,24 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 735 578 CHF | 247 193 CHF | 92,22% | 92,22% |
07/11/2024 | 0,87% | 1,14 CHF | 1,15 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 686 338 CHF | 230 779 CHF | 98,07% | 98,07% |