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 | 1,05% | 0,95 CHF | 0,96 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 569 895 CHF | 191 965 CHF | 99,03% | 99,03% |
19/11/2024 | 1,06% | 0,94 CHF | 0,95 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 565 674 CHF | 190 558 CHF | 99,37% | 99,37% |
18/11/2024 | 1,08% | 0,92 CHF | 0,93 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 552 928 CHF | 186 309 CHF | 97,61% | 97,61% |
15/11/2024 | 1,12% | 0,94 CHF | 0,95 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 532 435 CHF | 179 478 CHF | 98,88% | 98,88% |
14/11/2024 | 1,12% | 0,89 CHF | 0,90 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 533 672 CHF | 179 891 CHF | 99,37% | 99,37% |
13/11/2024 | 1,17% | 0,87 CHF | 0,88 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 507 959 CHF | 171 320 CHF | 93,70% | 93,70% |
12/11/2024 | 1,17% | 0,86 CHF | 0,87 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 508 470 CHF | 171 490 CHF | 96,89% | 96,89% |
11/11/2024 | 1,27% | 0,80 CHF | 0,81 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 467 962 CHF | 157 987 CHF | 99,34% | 99,34% |
08/11/2024 | 1,28% | 0,81 CHF | 0,82 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 466 619 CHF | 157 540 CHF | 99,35% | 99,35% |
07/11/2024 | 1,36% | 0,71 CHF | 0,72 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 437 024 CHF | 147 675 CHF | 98,71% | 98,71% |