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 | 0,94% | 1,06 CHF | 1,07 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 317 364 CHF | 106 788 CHF | 99,37% | 99,37% |
19/11/2024 | 0,95% | 1,08 CHF | 1,09 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 314 249 CHF | 105 750 CHF | 99,37% | 99,37% |
18/11/2024 | 0,99% | 1,04 CHF | 1,05 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 302 271 CHF | 101 757 CHF | 99,38% | 99,38% |
15/11/2024 | 1,03% | 0,94 CHF | 0,95 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 290 841 CHF | 97 947 CHF | 99,36% | 99,36% |
14/11/2024 | 0,88% | 1,17 CHF | 1,18 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 339 467 CHF | 114 156 CHF | 99,38% | 99,38% |
13/11/2024 | 0,90% | 1,14 CHF | 1,15 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 332 163 CHF | 111 721 CHF | 99,38% | 99,38% |
12/11/2024 | 0,89% | 1,12 CHF | 1,13 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 333 938 CHF | 112 313 CHF | 99,15% | 99,15% |
11/11/2024 | 0,87% | 1,14 CHF | 1,15 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 344 219 CHF | 115 740 CHF | 99,38% | 99,38% |
08/11/2024 | 0,88% | 1,14 CHF | 1,15 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 339 428 CHF | 114 143 CHF | 99,37% | 99,37% |
07/11/2024 | 0,92% | 1,09 CHF | 1,10 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 325 426 CHF | 109 475 CHF | 98,58% | 98,58% |