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 | 0,91% | 1,13 CHF | 1,14 CHF | 250 000 | 75 000 | 250 000 | 75 000 | 274 700 CHF | 83 160 CHF | 99,38% | 99,38% |
19/11/2024 | 0,88% | 1,13 CHF | 1,14 CHF | 250 000 | 75 000 | 250 000 | 75 000 | 281 372 CHF | 85 162 CHF | 99,38% | 99,38% |
18/11/2024 | 0,88% | 1,12 CHF | 1,13 CHF | 250 000 | 75 000 | 250 000 | 75 000 | 282 873 CHF | 85 612 CHF | 97,57% | 97,57% |
15/11/2024 | 0,89% | 1,14 CHF | 1,15 CHF | 250 000 | 75 000 | 250 000 | 75 000 | 278 155 CHF | 84 197 CHF | 99,38% | 99,38% |
14/11/2024 | 0,92% | 1,10 CHF | 1,11 CHF | 250 000 | 75 000 | 250 000 | 75 000 | 270 951 CHF | 82 035 CHF | 99,37% | 99,37% |
13/11/2024 | 0,93% | 1,08 CHF | 1,09 CHF | 250 000 | 75 000 | 250 000 | 75 000 | 267 500 CHF | 81 000 CHF | 96,26% | 96,26% |
12/11/2024 | 0,94% | 1,06 CHF | 1,07 CHF | 250 000 | 75 000 | 250 000 | 75 000 | 263 504 CHF | 79 801 CHF | 96,84% | 96,84% |
11/11/2024 | 0,96% | 1,05 CHF | 1,06 CHF | 250 000 | 75 000 | 250 000 | 75 000 | 258 609 CHF | 78 333 CHF | 99,39% | 99,39% |
08/11/2024 | 0,97% | 1,03 CHF | 1,04 CHF | 250 000 | 75 000 | 250 000 | 75 000 | 257 296 CHF | 77 939 CHF | 90,77% | 90,77% |
07/11/2024 | 0,97% | 1,03 CHF | 1,04 CHF | 250 000 | 75 000 | 250 000 | 75 000 | 257 431 CHF | 77 979 CHF | 98,69% | 98,69% |