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 | 0,72% | 1,33 CHF | 1,34 CHF | 300 000 | 75 000 | 300 000 | 75 000 | 416 900 CHF | 104 975 CHF | 99,17% | 99,17% |
19/11/2024 | 0,72% | 1,35 CHF | 1,36 CHF | 300 000 | 75 000 | 300 000 | 75 000 | 412 431 CHF | 103 858 CHF | 99,16% | 99,16% |
18/11/2024 | 0,77% | 1,30 CHF | 1,31 CHF | 300 000 | 75 000 | 300 000 | 75 000 | 388 324 CHF | 97 831 CHF | 99,22% | 99,22% |
15/11/2024 | 0,77% | 1,30 CHF | 1,31 CHF | 300 000 | 75 000 | 300 000 | 75 000 | 388 575 CHF | 97 894 CHF | 99,16% | 99,16% |
14/11/2024 | 0,77% | 1,30 CHF | 1,31 CHF | 300 000 | 75 000 | 300 000 | 75 000 | 387 492 CHF | 97 623 CHF | 99,15% | 99,15% |
13/11/2024 | 0,80% | 1,28 CHF | 1,29 CHF | 300 000 | 75 000 | 300 000 | 75 000 | 374 816 CHF | 94 454 CHF | 99,16% | 99,16% |
12/11/2024 | 0,77% | 1,30 CHF | 1,31 CHF | 300 000 | 75 000 | 300 000 | 75 000 | 389 832 CHF | 98 208 CHF | 99,16% | 99,16% |
11/11/2024 | 0,79% | 1,27 CHF | 1,28 CHF | 300 000 | 75 000 | 300 000 | 75 000 | 378 029 CHF | 95 257 CHF | 99,16% | 99,16% |
08/11/2024 | 0,85% | 1,23 CHF | 1,24 CHF | 300 000 | 75 000 | 300 000 | 75 000 | 353 098 CHF | 89 024 CHF | 99,17% | 99,17% |
07/11/2024 | 0,85% | 1,14 CHF | 1,15 CHF | 300 000 | 75 000 | 300 000 | 75 000 | 350 404 CHF | 88 351 CHF | 98,18% | 98,18% |