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 | 0,69% | 1,36 CHF | 1,37 CHF | 300 000 | 100 000 | 240 075 | 80 025 | 345 422 CHF | 115 941 CHF | 99,25% | 99,25% |
19/11/2024 | 0,74% | 1,40 CHF | 1,41 CHF | 300 000 | 100 000 | 299 763 | 99 921 | 401 923 CHF | 134 973 CHF | 88,73% | 88,73% |
18/11/2024 | 0,76% | 1,35 CHF | 1,36 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 393 696 CHF | 132 232 CHF | 97,52% | 97,52% |
15/11/2024 | 0,74% | 1,25 CHF | 1,26 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 403 003 CHF | 135 334 CHF | 96,59% | 96,59% |
14/11/2024 | 0,67% | 1,39 CHF | 1,40 CHF | 300 000 | 100 000 | 229 893 | 76 631 | 342 331 CHF | 114 877 CHF | 99,24% | 99,24% |
13/11/2024 | 0,64% | 1,51 CHF | 1,52 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 349 826 CHF | 117 359 CHF | 99,27% | 99,27% |
12/11/2024 | 0,65% | 1,52 CHF | 1,53 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 344 503 CHF | 115 584 CHF | 99,30% | 99,30% |
11/11/2024 | 0,67% | 1,52 CHF | 1,53 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 335 706 CHF | 112 652 CHF | 99,22% | 99,22% |
08/11/2024 | 0,66% | 1,48 CHF | 1,49 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 340 832 CHF | 114 361 CHF | 99,22% | 99,22% |
07/11/2024 | 0,69% | 1,49 CHF | 1,50 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 434 405 CHF | 145 802 CHF | 98,57% | 98,57% |