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 | 1,10% | 0,92 CHF | 0,93 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 544 307 CHF | 183 436 CHF | 89,44% | 89,44% |
19/11/2024 | 1,07% | 0,93 CHF | 0,94 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 558 277 CHF | 188 092 CHF | 90,48% | 90,48% |
18/11/2024 | 1,08% | 0,91 CHF | 0,92 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 553 206 CHF | 186 402 CHF | 88,91% | 88,91% |
15/11/2024 | 1,12% | 0,91 CHF | 0,92 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 533 847 CHF | 179 949 CHF | 86,17% | 86,17% |
14/11/2024 | 1,12% | 0,88 CHF | 0,89 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 530 613 CHF | 178 871 CHF | 89,16% | 89,16% |
13/11/2024 | 1,12% | 0,89 CHF | 0,90 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 533 030 CHF | 179 677 CHF | 83,41% | 83,41% |
12/11/2024 | 1,14% | 0,89 CHF | 0,90 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 522 283 CHF | 176 094 CHF | 91,70% | 91,70% |
11/11/2024 | 1,21% | 0,82 CHF | 0,83 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 494 546 CHF | 166 849 CHF | 92,97% | 92,97% |
08/11/2024 | 1,14% | 0,89 CHF | 0,90 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 521 781 CHF | 175 927 CHF | 88,00% | 88,00% |
07/11/2024 | 1,16% | 0,85 CHF | 0,86 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 515 909 CHF | 173 970 CHF | 95,28% | 95,28% |