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 | 1,03% | 0,95 CHF | 0,96 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 432 680 CHF | 145 727 CHF | 98,74% | 98,74% |
19/11/2024 | 1,00% | 0,99 CHF | 1,00 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 446 897 CHF | 150 466 CHF | 99,19% | 99,19% |
18/11/2024 | 1,02% | 0,96 CHF | 0,97 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 439 523 CHF | 148 008 CHF | 96,25% | 96,25% |
15/11/2024 | 1,01% | 0,99 CHF | 1,00 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 444 995 CHF | 149 832 CHF | 99,20% | 99,20% |
14/11/2024 | 0,99% | 0,99 CHF | 1,00 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 450 912 CHF | 151 804 CHF | 98,43% | 98,43% |
13/11/2024 | 1,00% | 1,02 CHF | 1,03 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 448 152 CHF | 150 884 CHF | 96,59% | 96,59% |
12/11/2024 | 1,04% | 0,98 CHF | 0,99 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 429 209 CHF | 144 570 CHF | 96,57% | 96,57% |
11/11/2024 | 1,06% | 0,93 CHF | 0,94 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 422 665 CHF | 142 388 CHF | 98,80% | 98,80% |
08/11/2024 | 1,05% | 0,96 CHF | 0,97 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 426 254 CHF | 143 584 CHF | 99,06% | 99,06% |
07/11/2024 | 1,07% | 0,93 CHF | 0,94 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 418 075 CHF | 140 858 CHF | 98,63% | 98,63% |