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 | 0,96% | 1,05 CHF | 1,06 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 309 496 CHF | 312 496 CHF | 100,00% | 100,00% |
19/11/2024 | 0,96% | 1,04 CHF | 1,05 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 310 917 CHF | 313 917 CHF | 99,86% | 99,86% |
18/11/2024 | 0,99% | 1,01 CHF | 1,02 CHF | 300 000 | 300 000 | 297 070 | 297 070 | 298 889 CHF | 301 859 CHF | 100,00% | 100,00% |
15/11/2024 | 1,01% | 0,99 CHF | 1,00 CHF | 290 000 | 290 000 | 290 584 | 290 584 | 285 284 CHF | 288 190 CHF | 100,00% | 100,00% |
14/11/2024 | 1,06% | 0,92 CHF | 0,93 CHF | 290 000 | 290 000 | 290 000 | 290 000 | 271 235 CHF | 274 135 CHF | 100,00% | 100,00% |
13/11/2024 | 1,09% | 0,92 CHF | 0,93 CHF | 290 000 | 290 000 | 284 460 | 284 460 | 258 752 CHF | 261 597 CHF | 100,00% | 100,00% |
12/11/2024 | 1,09% | 0,92 CHF | 0,93 CHF | 290 000 | 290 000 | 285 346 | 285 346 | 260 750 CHF | 263 603 CHF | 99,88% | 99,88% |
11/11/2024 | 1,12% | 0,89 CHF | 0,90 CHF | 280 000 | 280 000 | 280 000 | 280 000 | 248 330 CHF | 251 130 CHF | 100,00% | 100,00% |
08/11/2024 | 1,09% | 0,92 CHF | 0,93 CHF | 290 000 | 290 000 | 283 996 | 283 996 | 258 054 CHF | 260 894 CHF | 98,90% | 98,90% |
07/11/2024 | 1,12% | 0,88 CHF | 0,89 CHF | 280 000 | 280 000 | 280 000 | 280 000 | 248 540 CHF | 251 340 CHF | 100,00% | 100,00% |