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% | 1,29 CHF | 1,30 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 394 975 CHF | 132 658 CHF | 99,37% | 99,37% |
19/11/2024 | 0,75% | 1,24 CHF | 1,25 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 397 071 CHF | 133 357 CHF | 96,90% | 96,90% |
18/11/2024 | 0,70% | 1,42 CHF | 1,43 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 424 911 CHF | 142 637 CHF | 95,42% | 95,42% |
15/11/2024 | 0,70% | 1,44 CHF | 1,45 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 427 711 CHF | 143 570 CHF | 99,38% | 99,38% |
14/11/2024 | 0,73% | 1,38 CHF | 1,39 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 408 647 CHF | 137 216 CHF | 99,37% | 99,37% |
13/11/2024 | 0,72% | 1,37 CHF | 1,38 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 412 662 CHF | 138 554 CHF | 92,30% | 92,30% |
12/11/2024 | 0,70% | 1,38 CHF | 1,39 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 424 551 CHF | 142 517 CHF | 96,98% | 96,98% |
11/11/2024 | 0,72% | 1,41 CHF | 1,42 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 413 793 CHF | 138 931 CHF | 97,54% | 97,54% |
08/11/2024 | 0,70% | 1,36 CHF | 1,37 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 425 494 CHF | 142 831 CHF | 93,15% | 93,15% |
07/11/2024 | 0,68% | 1,43 CHF | 1,44 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 436 686 CHF | 146 562 CHF | 98,68% | 98,68% |