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 | 0,85% | 1,22 CHF | 1,23 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 350 362 CHF | 117 787 CHF | 98,69% | 98,69% |
19/11/2024 | 0,86% | 1,16 CHF | 1,17 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 349 355 CHF | 117 452 CHF | 98,63% | 98,63% |
18/11/2024 | 0,92% | 1,08 CHF | 1,09 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 325 703 CHF | 109 568 CHF | 98,68% | 98,68% |
15/11/2024 | 0,89% | 1,12 CHF | 1,13 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 337 082 CHF | 113 361 CHF | 98,27% | 98,27% |
14/11/2024 | 0,83% | 1,17 CHF | 1,18 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 362 271 CHF | 121 757 CHF | 97,76% | 97,76% |
13/11/2024 | 0,78% | 1,29 CHF | 1,30 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 383 068 CHF | 128 689 CHF | 98,91% | 98,91% |
12/11/2024 | 0,87% | 1,22 CHF | 1,23 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 344 072 CHF | 115 691 CHF | 98,29% | 98,29% |
11/11/2024 | 0,85% | 1,13 CHF | 1,14 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 349 648 CHF | 117 549 CHF | 98,95% | 98,95% |
08/11/2024 | 0,84% | 1,21 CHF | 1,22 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 353 900 CHF | 118 967 CHF | 97,94% | 97,94% |
07/11/2024 | 0,92% | 1,04 CHF | 1,05 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 324 275 CHF | 109 092 CHF | 98,02% | 98,02% |