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% | 1,21 CHF | 1,22 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 371 503 CHF | 124 834 CHF | 99,38% | 99,38% |
19/11/2024 | 0,82% | 1,20 CHF | 1,21 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 365 524 CHF | 122 841 CHF | 98,25% | 98,25% |
18/11/2024 | 0,81% | 1,23 CHF | 1,24 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 367 864 CHF | 123 621 CHF | 97,27% | 97,27% |
15/11/2024 | 0,80% | 1,23 CHF | 1,24 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 374 880 CHF | 125 960 CHF | 99,38% | 99,38% |
14/11/2024 | 0,70% | 1,36 CHF | 1,37 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 426 963 CHF | 143 321 CHF | 99,37% | 99,37% |
13/11/2024 | 0,71% | 1,48 CHF | 1,49 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 421 303 CHF | 141 434 CHF | 96,85% | 96,85% |
12/11/2024 | 0,70% | 1,36 CHF | 1,37 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 428 126 CHF | 143 709 CHF | 96,85% | 96,85% |
11/11/2024 | 0,67% | 1,43 CHF | 1,44 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 445 073 CHF | 149 358 CHF | 99,34% | 99,34% |
08/11/2024 | 0,78% | 1,41 CHF | 1,42 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 385 390 CHF | 129 463 CHF | 96,75% | 96,75% |
07/11/2024 | 0,75% | 1,27 CHF | 1,28 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 400 862 CHF | 134 621 CHF | 97,65% | 97,65% |