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 | 0,88% | 1,13 CHF | 1,14 CHF | 300 000 | 50 000 | 300 000 | 50 000 | 337 953 CHF | 56 826 CHF | 98,83% | 98,83% |
19/11/2024 | 0,89% | 1,14 CHF | 1,15 CHF | 300 000 | 50 000 | 300 000 | 50 000 | 336 629 CHF | 56 605 CHF | 99,17% | 99,17% |
18/11/2024 | 0,91% | 1,09 CHF | 1,10 CHF | 300 000 | 50 000 | 300 000 | 50 000 | 327 955 CHF | 55 159 CHF | 99,22% | 99,22% |
15/11/2024 | 0,95% | 1,06 CHF | 1,07 CHF | 300 000 | 50 000 | 300 000 | 50 000 | 313 195 CHF | 52 699 CHF | 99,17% | 99,17% |
14/11/2024 | 0,97% | 1,01 CHF | 1,02 CHF | 300 000 | 50 000 | 300 000 | 50 000 | 306 647 CHF | 51 608 CHF | 99,15% | 99,15% |
13/11/2024 | 0,97% | 1,04 CHF | 1,05 CHF | 300 000 | 50 000 | 300 000 | 50 000 | 308 005 CHF | 51 834 CHF | 98,96% | 98,96% |
12/11/2024 | 1,01% | 1,02 CHF | 1,03 CHF | 300 000 | 50 000 | 300 000 | 50 000 | 295 839 CHF | 49 807 CHF | 99,15% | 99,15% |
11/11/2024 | 1,09% | 0,91 CHF | 0,92 CHF | 300 000 | 50 000 | 300 000 | 50 000 | 273 178 CHF | 46 030 CHF | 99,16% | 99,16% |
08/11/2024 | 1,03% | 0,95 CHF | 0,96 CHF | 300 000 | 50 000 | 300 000 | 50 000 | 291 012 CHF | 49 002 CHF | 99,17% | 99,17% |
07/11/2024 | 1,05% | 0,95 CHF | 0,96 CHF | 300 000 | 50 000 | 300 000 | 50 000 | 285 112 CHF | 48 019 CHF | 97,77% | 97,77% |