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% | 1,12 CHF | 1,13 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 334 376 CHF | 112 459 CHF | 97,83% | 97,83% |
19/11/2024 | 0,92% | 1,08 CHF | 1,09 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 325 301 CHF | 109 434 CHF | 94,32% | 94,32% |
18/11/2024 | 0,94% | 1,08 CHF | 1,09 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 316 137 CHF | 106 379 CHF | 94,51% | 94,51% |
15/11/2024 | 0,93% | 1,01 CHF | 1,02 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 319 620 CHF | 107 540 CHF | 96,45% | 96,45% |
14/11/2024 | 0,93% | 1,06 CHF | 1,07 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 320 990 CHF | 107 997 CHF | 97,75% | 97,75% |
13/11/2024 | 0,94% | 1,06 CHF | 1,07 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 317 373 CHF | 106 791 CHF | 95,03% | 95,03% |
12/11/2024 | 0,98% | 1,04 CHF | 1,05 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 305 352 CHF | 102 784 CHF | 96,17% | 96,17% |
11/11/2024 | 0,99% | 1,00 CHF | 1,01 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 300 587 CHF | 101 196 CHF | 97,81% | 97,81% |
08/11/2024 | 1,03% | 0,96 CHF | 0,97 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 288 629 CHF | 97 210 CHF | 92,36% | 92,36% |
07/11/2024 | 1,05% | 0,98 CHF | 0,99 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 283 994 CHF | 95 665 CHF | 98,20% | 98,20% |