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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 0,99% | 1,05 CHF | 1,06 CHF | 500 000 | 500 000 | 499 994 | 500 000 | 504 897 CHF | 509 904 CHF | 100,00% | 100,00% |
20/11/2024 | 1,04% | 0,94 CHF | 0,95 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 480 224 CHF | 485 224 CHF | 100,00% | 100,00% |
19/11/2024 | 1,09% | 0,90 CHF | 0,91 CHF | 500 000 | 500 000 | 499 973 | 500 000 | 457 766 CHF | 462 791 CHF | 100,00% | 100,00% |
18/11/2024 | 1,23% | 0,93 CHF | 0,94 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 405 504 CHF | 410 504 CHF | 100,00% | 100,00% |
15/11/2024 | 1,20% | 0,87 CHF | 0,88 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 415 336 CHF | 420 336 CHF | 100,00% | 100,00% |
14/11/2024 | 1,11% | 0,89 CHF | 0,90 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 446 855 CHF | 451 855 CHF | 100,00% | 100,00% |
13/11/2024 | 1,20% | 0,83 CHF | 0,84 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 414 738 CHF | 419 738 CHF | 100,00% | 100,00% |
12/11/2024 | 1,16% | 0,80 CHF | 0,81 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 427 679 CHF | 432 679 CHF | 100,00% | 100,00% |
11/11/2024 | 1,12% | 0,80 CHF | 0,81 CHF | 500 000 | 500 000 | 500 000 | 499 999 | 446 442 CHF | 451 442 CHF | 100,00% | 100,00% |
08/11/2024 | 0,95% | 0,98 CHF | 0,99 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 521 779 CHF | 526 779 CHF | 100,00% | 100,00% |