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% | 1,08 CHF | 1,09 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 629 471 CHF | 211 824 CHF | 99,35% | 99,35% |
19/11/2024 | 0,96% | 1,05 CHF | 1,06 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 624 845 CHF | 210 282 CHF | 96,66% | 96,66% |
18/11/2024 | 0,93% | 1,04 CHF | 1,05 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 641 999 CHF | 216 000 CHF | 97,32% | 97,32% |
15/11/2024 | 1,05% | 0,99 CHF | 1,00 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 568 796 CHF | 191 599 CHF | 96,53% | 96,53% |
14/11/2024 | 1,13% | 0,85 CHF | 0,86 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 526 970 CHF | 177 657 CHF | 99,39% | 99,39% |
13/11/2024 | 0,94% | 1,05 CHF | 1,06 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 632 410 CHF | 212 803 CHF | 98,84% | 98,84% |
12/11/2024 | 0,99% | 1,02 CHF | 1,03 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 604 363 CHF | 203 454 CHF | 99,37% | 99,37% |
11/11/2024 | 0,97% | 1,03 CHF | 1,04 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 616 103 CHF | 207 368 CHF | 99,36% | 99,36% |
08/11/2024 | 0,93% | 1,08 CHF | 1,09 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 642 850 CHF | 216 283 CHF | 99,37% | 99,37% |
07/11/2024 | 0,92% | 1,07 CHF | 1,08 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 650 426 CHF | 218 809 CHF | 98,64% | 98,64% |