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 | 0,80% | 1,19 CHF | 1,20 CHF | 300 000 | 50 000 | 300 000 | 50 000 | 375 155 CHF | 63 026 CHF | 99,16% | 99,16% |
19/11/2024 | 0,81% | 1,21 CHF | 1,22 CHF | 300 000 | 50 000 | 300 000 | 50 000 | 369 889 CHF | 62 148 CHF | 99,16% | 99,16% |
18/11/2024 | 0,86% | 1,15 CHF | 1,16 CHF | 300 000 | 50 000 | 300 000 | 50 000 | 345 504 CHF | 58 084 CHF | 99,22% | 99,22% |
15/11/2024 | 0,86% | 1,16 CHF | 1,17 CHF | 300 000 | 50 000 | 300 000 | 50 000 | 346 278 CHF | 58 213 CHF | 99,16% | 99,16% |
14/11/2024 | 0,87% | 1,16 CHF | 1,17 CHF | 300 000 | 50 000 | 300 000 | 50 000 | 345 050 CHF | 58 008 CHF | 99,15% | 99,15% |
13/11/2024 | 0,90% | 1,13 CHF | 1,14 CHF | 300 000 | 50 000 | 300 000 | 50 000 | 331 202 CHF | 55 700 CHF | 99,16% | 99,16% |
12/11/2024 | 0,86% | 1,15 CHF | 1,16 CHF | 300 000 | 50 000 | 300 000 | 50 000 | 347 002 CHF | 58 334 CHF | 99,16% | 99,16% |
11/11/2024 | 0,89% | 1,13 CHF | 1,14 CHF | 300 000 | 50 000 | 300 000 | 50 000 | 334 947 CHF | 56 325 CHF | 99,16% | 99,16% |
08/11/2024 | 0,97% | 1,09 CHF | 1,10 CHF | 300 000 | 50 000 | 300 000 | 50 000 | 309 501 CHF | 52 084 CHF | 99,16% | 99,16% |
07/11/2024 | 0,98% | 0,99 CHF | 1,00 CHF | 300 000 | 50 000 | 300 000 | 50 000 | 306 198 CHF | 51 533 CHF | 98,19% | 98,19% |