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 | 1,16% | 0,80 CHF | 0,81 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 427 876 CHF | 432 876 CHF | 99,54% | 99,54% |
19/11/2024 | 1,16% | 0,86 CHF | 0,87 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 429 074 CHF | 434 074 CHF | 99,56% | 99,56% |
18/11/2024 | 1,05% | 0,95 CHF | 0,96 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 471 860 CHF | 476 860 CHF | 99,58% | 99,58% |
15/11/2024 | 1,09% | 0,92 CHF | 0,93 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 457 111 CHF | 462 111 CHF | 98,92% | 98,92% |
14/11/2024 | 1,20% | 0,87 CHF | 0,88 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 414 047 CHF | 419 047 CHF | 98,73% | 98,73% |
13/11/2024 | 1,31% | 0,74 CHF | 0,75 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 379 172 CHF | 384 172 CHF | 96,69% | 96,69% |
12/11/2024 | 1,12% | 0,81 CHF | 0,82 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 444 140 CHF | 449 140 CHF | 99,56% | 99,56% |
11/11/2024 | 1,14% | 0,91 CHF | 0,92 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 436 401 CHF | 441 401 CHF | 99,57% | 99,57% |
08/11/2024 | 1,15% | 0,83 CHF | 0,84 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 432 992 CHF | 437 992 CHF | 99,52% | 99,52% |
07/11/2024 | 1,02% | 1,01 CHF | 1,02 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 486 448 CHF | 491 448 CHF | 99,49% | 99,49% |