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 | 0,74% | 1,32 CHF | 1,33 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 1 007 990 CHF | 135 399 CHF | 99,37% | 99,37% |
19/11/2024 | 0,76% | 1,31 CHF | 1,32 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 982 369 CHF | 131 982 CHF | 99,37% | 99,37% |
18/11/2024 | 0,77% | 1,31 CHF | 1,32 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 969 896 CHF | 130 319 CHF | 99,26% | 99,26% |
15/11/2024 | 0,80% | 1,26 CHF | 1,27 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 934 304 CHF | 125 574 CHF | 99,38% | 99,38% |
14/11/2024 | 0,83% | 1,23 CHF | 1,24 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 896 802 CHF | 120 574 CHF | 99,37% | 99,37% |
13/11/2024 | 0,83% | 1,20 CHF | 1,21 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 897 254 CHF | 120 634 CHF | 99,37% | 99,37% |
12/11/2024 | 0,81% | 1,22 CHF | 1,23 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 923 067 CHF | 124 076 CHF | 99,37% | 99,37% |
11/11/2024 | 0,78% | 1,28 CHF | 1,29 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 956 948 CHF | 128 593 CHF | 99,37% | 99,37% |
08/11/2024 | 0,81% | 1,24 CHF | 1,25 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 919 953 CHF | 123 660 CHF | 99,37% | 99,37% |
07/11/2024 | 0,79% | 1,24 CHF | 1,25 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 943 299 CHF | 126 773 CHF | 98,38% | 98,38% |