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 | 0,75% | 1,31 CHF | 1,32 CHF | 750 000 | 100 000 | 737 017 | 100 000 | 980 492 CHF | 134 037 CHF | 99,38% | 99,38% |
19/11/2024 | 0,77% | 1,28 CHF | 1,29 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 966 389 CHF | 129 852 CHF | 99,37% | 99,37% |
18/11/2024 | 0,78% | 1,30 CHF | 1,31 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 963 592 CHF | 129 479 CHF | 99,26% | 99,26% |
15/11/2024 | 0,81% | 1,25 CHF | 1,26 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 924 770 CHF | 124 303 CHF | 99,38% | 99,38% |
14/11/2024 | 0,84% | 1,22 CHF | 1,23 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 888 817 CHF | 119 509 CHF | 99,36% | 99,36% |
13/11/2024 | 0,84% | 1,18 CHF | 1,19 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 887 671 CHF | 119 356 CHF | 99,37% | 99,37% |
12/11/2024 | 0,82% | 1,20 CHF | 1,21 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 915 070 CHF | 123 009 CHF | 99,38% | 99,38% |
11/11/2024 | 0,79% | 1,27 CHF | 1,28 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 950 378 CHF | 127 717 CHF | 99,37% | 99,37% |
08/11/2024 | 0,82% | 1,23 CHF | 1,24 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 912 303 CHF | 122 640 CHF | 99,37% | 99,37% |
07/11/2024 | 0,80% | 1,23 CHF | 1,24 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 932 952 CHF | 125 394 CHF | 98,37% | 98,37% |