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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 0,84% | 1,15 CHF | 1,16 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 354 424 CHF | 119 141 CHF | 99,18% | 99,18% |
22/11/2024 | 0,86% | 1,13 CHF | 1,14 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 348 485 CHF | 117 162 CHF | 99,26% | 99,26% |
20/11/2024 | 0,89% | 1,16 CHF | 1,17 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 337 452 CHF | 113 484 CHF | 99,36% | 99,36% |
19/11/2024 | 0,85% | 1,16 CHF | 1,17 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 352 230 CHF | 118 410 CHF | 99,37% | 99,37% |
18/11/2024 | 0,87% | 1,12 CHF | 1,13 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 342 137 CHF | 115 046 CHF | 96,59% | 96,59% |
15/11/2024 | 0,83% | 1,19 CHF | 1,20 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 358 584 CHF | 120 528 CHF | 99,38% | 99,38% |
14/11/2024 | 0,80% | 1,22 CHF | 1,23 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 374 609 CHF | 125 870 CHF | 99,37% | 99,37% |
13/11/2024 | 0,77% | 1,30 CHF | 1,31 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 389 586 CHF | 130 862 CHF | 96,88% | 96,88% |
12/11/2024 | 0,81% | 1,31 CHF | 1,32 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 368 704 CHF | 123 901 CHF | 96,85% | 96,85% |
11/11/2024 | 0,89% | 1,13 CHF | 1,14 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 335 795 CHF | 112 932 CHF | 99,25% | 99,25% |