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 | 1,04% | 0,95 CHF | 0,96 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 476 234 CHF | 96 247 CHF | 99,27% | 99,27% |
19/11/2024 | 0,99% | 1,01 CHF | 1,02 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 504 480 CHF | 101 896 CHF | 99,27% | 99,27% |
18/11/2024 | 1,05% | 0,94 CHF | 0,95 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 471 966 CHF | 95 393 CHF | 99,27% | 99,27% |
15/11/2024 | 1,09% | 0,93 CHF | 0,94 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 455 098 CHF | 92 020 CHF | 99,27% | 99,27% |
14/11/2024 | 1,07% | 0,88 CHF | 0,89 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 463 597 CHF | 93 720 CHF | 99,27% | 99,27% |
13/11/2024 | 0,99% | 0,97 CHF | 0,98 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 501 201 CHF | 101 240 CHF | 99,27% | 99,27% |
12/11/2024 | 1,14% | 0,92 CHF | 0,93 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 437 337 CHF | 88 467 CHF | 99,25% | 99,25% |
11/11/2024 | 1,17% | 0,84 CHF | 0,85 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 424 572 CHF | 85 915 CHF | 99,27% | 99,27% |
08/11/2024 | 1,10% | 0,91 CHF | 0,92 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 453 598 CHF | 91 720 CHF | 99,25% | 99,25% |
07/11/2024 | 1,07% | 0,93 CHF | 0,94 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 465 001 CHF | 94 000 CHF | 1,12% | 1,12% |