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 | 1,00% | 1,01 CHF | 1,02 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 297 368 CHF | 300 368 CHF | 100,00% | 100,00% |
19/11/2024 | 1,00% | 0,97 CHF | 0,98 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 297 319 CHF | 300 319 CHF | 99,66% | 99,66% |
18/11/2024 | 0,96% | 1,01 CHF | 1,02 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 309 784 CHF | 312 784 CHF | 100,00% | 100,00% |
15/11/2024 | 0,96% | 1,04 CHF | 1,05 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 309 776 CHF | 312 776 CHF | 100,00% | 100,00% |
14/11/2024 | 0,97% | 1,02 CHF | 1,03 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 309 127 CHF | 312 127 CHF | 99,79% | 99,79% |
13/11/2024 | 1,02% | 1,01 CHF | 1,02 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 293 903 CHF | 296 903 CHF | 100,00% | 100,00% |
12/11/2024 | 1,04% | 0,96 CHF | 0,97 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 287 368 CHF | 290 368 CHF | 100,00% | 100,00% |
11/11/2024 | 1,08% | 0,93 CHF | 0,94 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 277 476 CHF | 280 476 CHF | 100,00% | 100,00% |
08/11/2024 | 1,13% | 0,91 CHF | 0,92 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 263 324 CHF | 266 324 CHF | 100,00% | 100,00% |
07/11/2024 | 1,15% | 0,83 CHF | 0,84 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 258 785 CHF | 261 785 CHF | 100,00% | 100,00% |