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 | 0,74% | 1,39 CHF | 1,40 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 406 577 CHF | 136 526 CHF | 99,37% | 99,37% |
19/11/2024 | 0,73% | 1,38 CHF | 1,39 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 410 665 CHF | 137 888 CHF | 98,25% | 98,25% |
18/11/2024 | 0,73% | 1,36 CHF | 1,37 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 412 151 CHF | 138 384 CHF | 97,49% | 97,49% |
15/11/2024 | 0,73% | 1,38 CHF | 1,39 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 407 396 CHF | 136 799 CHF | 99,38% | 99,38% |
14/11/2024 | 0,84% | 1,24 CHF | 1,25 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 356 057 CHF | 119 686 CHF | 99,37% | 99,37% |
13/11/2024 | 0,84% | 1,11 CHF | 1,12 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 356 693 CHF | 119 898 CHF | 96,99% | 96,99% |
12/11/2024 | 0,86% | 1,24 CHF | 1,25 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 348 746 CHF | 117 249 CHF | 96,89% | 96,89% |
11/11/2024 | 0,91% | 1,16 CHF | 1,17 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 329 787 CHF | 110 929 CHF | 99,35% | 99,35% |
08/11/2024 | 0,78% | 1,16 CHF | 1,17 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 384 456 CHF | 129 152 CHF | 96,75% | 96,75% |
07/11/2024 | 0,80% | 1,30 CHF | 1,31 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 371 623 CHF | 124 874 CHF | 97,65% | 97,65% |