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 | 0,89% | 1,16 CHF | 1,17 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 337 073 CHF | 113 358 CHF | 99,35% | 99,35% |
19/11/2024 | 0,88% | 1,15 CHF | 1,16 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 338 317 CHF | 113 772 CHF | 99,35% | 99,35% |
18/11/2024 | 0,88% | 1,16 CHF | 1,17 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 339 416 CHF | 114 139 CHF | 94,65% | 94,65% |
15/11/2024 | 0,78% | 1,21 CHF | 1,22 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 385 301 CHF | 129 434 CHF | 99,37% | 99,37% |
14/11/2024 | 0,74% | 1,32 CHF | 1,33 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 402 332 CHF | 135 111 CHF | 99,36% | 99,36% |
13/11/2024 | 0,71% | 1,35 CHF | 1,36 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 418 360 CHF | 140 453 CHF | 93,56% | 93,56% |
12/11/2024 | 0,65% | 1,50 CHF | 1,51 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 460 021 CHF | 154 340 CHF | 96,73% | 96,73% |
11/11/2024 | 0,66% | 1,59 CHF | 1,60 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 454 419 CHF | 152 473 CHF | 99,35% | 99,35% |
08/11/2024 | 0,65% | 1,47 CHF | 1,48 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 456 893 CHF | 153 298 CHF | 90,83% | 90,83% |
07/11/2024 | 0,73% | 1,50 CHF | 1,51 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 412 538 CHF | 138 513 CHF | 88,27% | 88,27% |