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 | 0,90% | 1,08 CHF | 1,09 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 330 614 CHF | 111 205 CHF | 98,70% | 98,70% |
19/11/2024 | 0,95% | 1,06 CHF | 1,07 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 315 590 CHF | 106 197 CHF | 96,39% | 96,39% |
18/11/2024 | 0,94% | 1,07 CHF | 1,08 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 316 508 CHF | 106 503 CHF | 96,63% | 96,63% |
15/11/2024 | 0,95% | 1,06 CHF | 1,07 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 315 466 CHF | 106 155 CHF | 95,37% | 95,37% |
14/11/2024 | 0,99% | 1,04 CHF | 1,05 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 302 637 CHF | 101 879 CHF | 98,42% | 98,42% |
13/11/2024 | 0,99% | 1,00 CHF | 1,01 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 301 738 CHF | 101 579 CHF | 98,19% | 98,19% |
12/11/2024 | 0,94% | 1,00 CHF | 1,01 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 319 499 CHF | 107 500 CHF | 98,94% | 98,94% |
11/11/2024 | 0,86% | 1,14 CHF | 1,15 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 346 690 CHF | 116 563 CHF | 97,87% | 97,87% |
08/11/2024 | 0,95% | 1,02 CHF | 1,03 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 314 236 CHF | 105 745 CHF | 98,84% | 98,84% |
07/11/2024 | 0,95% | 1,08 CHF | 1,09 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 315 816 CHF | 106 272 CHF | 98,30% | 98,30% |