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 | 0,70% | 1,41 CHF | 1,42 CHF | 750 000 | 100 000 | 740 841 | 100 000 | 1 060 040 CHF | 144 089 CHF | 99,38% | 99,38% |
19/11/2024 | 0,72% | 1,37 CHF | 1,38 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 1 039 960 CHF | 139 662 CHF | 99,37% | 99,37% |
18/11/2024 | 0,72% | 1,40 CHF | 1,41 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 1 037 410 CHF | 139 321 CHF | 99,26% | 99,26% |
15/11/2024 | 0,75% | 1,35 CHF | 1,36 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 999 382 CHF | 134 251 CHF | 99,38% | 99,38% |
14/11/2024 | 0,78% | 1,31 CHF | 1,32 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 962 373 CHF | 129 316 CHF | 99,37% | 99,37% |
13/11/2024 | 0,78% | 1,28 CHF | 1,29 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 962 468 CHF | 129 329 CHF | 99,37% | 99,37% |
12/11/2024 | 0,76% | 1,30 CHF | 1,31 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 989 255 CHF | 132 901 CHF | 99,37% | 99,37% |
11/11/2024 | 0,73% | 1,37 CHF | 1,38 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 1 024 800 CHF | 137 640 CHF | 99,37% | 99,37% |
08/11/2024 | 0,76% | 1,33 CHF | 1,34 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 985 992 CHF | 132 466 CHF | 99,37% | 99,37% |
07/11/2024 | 0,74% | 1,33 CHF | 1,34 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 1 006 190 CHF | 135 159 CHF | 98,37% | 98,37% |