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 | 345 192 CHF | 116 064 CHF | 99,16% | 99,16% |
19/11/2024 | 0,88% | 1,11 CHF | 1,12 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 340 559 CHF | 114 520 CHF | 99,16% | 99,16% |
18/11/2024 | 0,94% | 1,06 CHF | 1,07 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 316 985 CHF | 106 662 CHF | 99,22% | 99,22% |
15/11/2024 | 0,94% | 1,06 CHF | 1,07 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 317 146 CHF | 106 715 CHF | 99,17% | 99,17% |
14/11/2024 | 0,94% | 1,06 CHF | 1,07 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 316 202 CHF | 106 401 CHF | 99,16% | 99,16% |
13/11/2024 | 0,98% | 1,04 CHF | 1,05 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 303 980 CHF | 102 327 CHF | 99,16% | 99,16% |
12/11/2024 | 0,94% | 1,06 CHF | 1,07 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 318 650 CHF | 107 217 CHF | 99,16% | 99,16% |
11/11/2024 | 0,97% | 1,03 CHF | 1,04 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 307 364 CHF | 103 455 CHF | 99,16% | 99,16% |
08/11/2024 | 1,05% | 1,00 CHF | 1,01 CHF | 300 000 | 100 000 | 306 654 | 100 000 | 289 911 CHF | 95 617 CHF | 99,17% | 99,17% |
07/11/2024 | 1,06% | 0,91 CHF | 0,92 CHF | 300 000 | 100 000 | 308 603 | 100 000 | 289 075 CHF | 94 741 CHF | 98,19% | 98,19% |