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 | 0,86% | 1,13 CHF | 1,14 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 863 674 CHF | 290 391 CHF | 99,37% | 99,37% |
19/11/2024 | 0,90% | 1,09 CHF | 1,10 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 829 209 CHF | 278 903 CHF | 99,37% | 99,37% |
18/11/2024 | 0,90% | 1,12 CHF | 1,13 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 828 417 CHF | 278 639 CHF | 99,25% | 99,25% |
15/11/2024 | 0,94% | 1,07 CHF | 1,08 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 794 024 CHF | 267 175 CHF | 99,38% | 99,38% |
14/11/2024 | 0,98% | 1,04 CHF | 1,05 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 758 629 CHF | 255 376 CHF | 99,37% | 99,37% |
13/11/2024 | 0,98% | 1,01 CHF | 1,02 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 757 938 CHF | 255 146 CHF | 99,37% | 99,37% |
12/11/2024 | 0,95% | 1,03 CHF | 1,04 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 783 231 CHF | 263 577 CHF | 99,37% | 99,37% |
11/11/2024 | 0,91% | 1,09 CHF | 1,10 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 816 983 CHF | 274 828 CHF | 99,37% | 99,37% |
08/11/2024 | 0,96% | 1,06 CHF | 1,07 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 781 409 CHF | 262 970 CHF | 99,37% | 99,37% |
07/11/2024 | 0,93% | 1,06 CHF | 1,07 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 800 395 CHF | 269 298 CHF | 98,36% | 98,36% |