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 | 0,87% | 1,10 CHF | 1,11 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 341 858 CHF | 114 953 CHF | 97,98% | 97,98% |
19/11/2024 | 0,88% | 1,10 CHF | 1,11 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 337 624 CHF | 113 541 CHF | 87,56% | 87,56% |
18/11/2024 | 0,84% | 1,17 CHF | 1,18 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 356 283 CHF | 119 761 CHF | 96,24% | 96,24% |
15/11/2024 | 0,83% | 1,18 CHF | 1,19 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 358 628 CHF | 120 543 CHF | 96,59% | 96,59% |
14/11/2024 | 0,81% | 1,25 CHF | 1,26 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 369 664 CHF | 124 221 CHF | 90,90% | 90,90% |
13/11/2024 | 0,82% | 1,22 CHF | 1,23 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 364 372 CHF | 122 457 CHF | 83,95% | 83,95% |
12/11/2024 | 0,75% | 1,29 CHF | 1,30 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 400 855 CHF | 134 618 CHF | 99,34% | 99,34% |
11/11/2024 | 0,73% | 1,35 CHF | 1,36 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 407 752 CHF | 136 917 CHF | 96,66% | 96,66% |
08/11/2024 | 0,69% | 1,33 CHF | 1,34 CHF | 300 000 | 100 000 | 272 879 | 90 960 | 391 796 CHF | 131 508 CHF | 99,34% | 99,34% |
07/11/2024 | 0,61% | 1,51 CHF | 1,52 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 490 192 CHF | 164 397 CHF | 69,11% | 69,11% |