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 | 0,76% | 1,30 CHF | 1,31 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 785 274 CHF | 263 758 CHF | 98,85% | 98,85% |
19/11/2024 | 0,73% | 1,33 CHF | 1,34 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 814 398 CHF | 273 466 CHF | 96,15% | 96,15% |
18/11/2024 | 0,71% | 1,39 CHF | 1,40 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 845 630 CHF | 283 877 CHF | 97,29% | 97,29% |
15/11/2024 | 0,69% | 1,44 CHF | 1,45 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 869 320 CHF | 291 773 CHF | 95,87% | 95,87% |
14/11/2024 | 0,71% | 1,41 CHF | 1,42 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 842 914 CHF | 282 971 CHF | 99,58% | 99,58% |
13/11/2024 | 0,75% | 1,36 CHF | 1,37 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 792 904 CHF | 266 301 CHF | 98,75% | 98,75% |
12/11/2024 | 0,79% | 1,32 CHF | 1,33 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 757 716 CHF | 254 572 CHF | 99,36% | 99,36% |
11/11/2024 | 0,84% | 1,24 CHF | 1,25 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 715 478 CHF | 240 493 CHF | 99,37% | 99,37% |
08/11/2024 | 0,83% | 1,21 CHF | 1,22 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 718 618 CHF | 241 539 CHF | 98,21% | 98,21% |
07/11/2024 | 0,80% | 1,21 CHF | 1,22 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 744 979 CHF | 250 326 CHF | 98,64% | 98,64% |