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 | 0,76% | 1,34 CHF | 1,35 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 393 518 CHF | 132 173 CHF | 99,37% | 99,37% |
19/11/2024 | 0,77% | 1,38 CHF | 1,39 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 389 486 CHF | 130 829 CHF | 96,92% | 96,92% |
18/11/2024 | 0,82% | 1,21 CHF | 1,22 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 365 504 CHF | 122 835 CHF | 95,26% | 95,26% |
15/11/2024 | 0,82% | 1,20 CHF | 1,21 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 364 590 CHF | 122 530 CHF | 99,38% | 99,38% |
14/11/2024 | 0,78% | 1,27 CHF | 1,28 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 384 807 CHF | 129 269 CHF | 99,37% | 99,37% |
13/11/2024 | 0,80% | 1,25 CHF | 1,26 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 375 442 CHF | 126 147 CHF | 92,31% | 92,31% |
12/11/2024 | 0,82% | 1,24 CHF | 1,25 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 362 836 CHF | 121 945 CHF | 96,96% | 96,96% |
11/11/2024 | 0,80% | 1,21 CHF | 1,22 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 371 241 CHF | 124 747 CHF | 97,55% | 97,55% |
08/11/2024 | 0,84% | 1,24 CHF | 1,25 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 354 358 CHF | 119 119 CHF | 93,15% | 93,15% |
07/11/2024 | 0,86% | 1,17 CHF | 1,18 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 345 710 CHF | 116 237 CHF | 98,70% | 98,70% |