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 | 0,89% | 1,13 CHF | 1,14 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 333 785 CHF | 112 262 CHF | 99,37% | 99,37% |
19/11/2024 | 0,95% | 1,06 CHF | 1,07 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 313 411 CHF | 105 470 CHF | 99,38% | 99,38% |
18/11/2024 | 0,95% | 1,02 CHF | 1,03 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 312 909 CHF | 105 303 CHF | 97,54% | 97,54% |
15/11/2024 | 0,92% | 1,06 CHF | 1,07 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 324 144 CHF | 109 048 CHF | 93,30% | 93,30% |
14/11/2024 | 0,87% | 1,11 CHF | 1,12 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 342 564 CHF | 115 188 CHF | 99,37% | 99,37% |
13/11/2024 | 0,85% | 1,15 CHF | 1,16 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 351 516 CHF | 118 172 CHF | 96,96% | 96,96% |
12/11/2024 | 0,82% | 1,16 CHF | 1,17 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 364 019 CHF | 122 340 CHF | 96,90% | 96,90% |
11/11/2024 | 0,82% | 1,19 CHF | 1,20 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 364 647 CHF | 122 549 CHF | 99,35% | 99,35% |
08/11/2024 | 0,82% | 1,17 CHF | 1,18 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 362 909 CHF | 121 970 CHF | 99,24% | 99,24% |
07/11/2024 | 0,80% | 1,22 CHF | 1,23 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 372 315 CHF | 125 105 CHF | 98,68% | 98,68% |