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 | 0,94% | 1,07 CHF | 1,08 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 793 074 CHF | 106 743 CHF | 96,58% | 96,58% |
19/11/2024 | 0,95% | 1,04 CHF | 1,05 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 781 972 CHF | 105 263 CHF | 97,44% | 97,44% |
18/11/2024 | 0,97% | 1,03 CHF | 1,04 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 771 974 CHF | 103 930 CHF | 92,51% | 92,51% |
15/11/2024 | 0,98% | 1,02 CHF | 1,03 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 761 616 CHF | 102 549 CHF | 97,24% | 97,24% |
14/11/2024 | 0,97% | 1,01 CHF | 1,02 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 768 380 CHF | 103 451 CHF | 98,36% | 98,36% |
13/11/2024 | 0,94% | 1,06 CHF | 1,07 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 798 185 CHF | 107 425 CHF | 93,09% | 93,09% |
12/11/2024 | 0,96% | 1,06 CHF | 1,07 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 778 347 CHF | 104 780 CHF | 96,45% | 96,45% |
11/11/2024 | 0,98% | 1,01 CHF | 1,02 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 761 435 CHF | 102 525 CHF | 91,02% | 91,02% |
08/11/2024 | 0,97% | 1,02 CHF | 1,03 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 769 213 CHF | 103 562 CHF | 92,19% | 92,19% |
07/11/2024 | 0,97% | 1,02 CHF | 1,03 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 768 462 CHF | 103 462 CHF | 98,70% | 98,70% |