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 | 1,11% | 0,89 CHF | 0,90 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 537 568 CHF | 181 189 CHF | 98,92% | 98,92% |
19/11/2024 | 1,07% | 0,91 CHF | 0,92 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 556 213 CHF | 187 404 CHF | 90,32% | 90,32% |
18/11/2024 | 1,00% | 0,99 CHF | 1,00 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 594 978 CHF | 200 326 CHF | 97,01% | 97,01% |
15/11/2024 | 0,99% | 1,00 CHF | 1,01 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 602 075 CHF | 202 692 CHF | 98,92% | 98,92% |
14/11/2024 | 0,98% | 1,01 CHF | 1,02 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 608 412 CHF | 204 804 CHF | 98,93% | 98,93% |
13/11/2024 | 0,99% | 1,01 CHF | 1,02 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 605 303 CHF | 203 768 CHF | 96,42% | 96,42% |
12/11/2024 | 0,99% | 1,01 CHF | 1,02 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 601 464 CHF | 202 488 CHF | 96,35% | 96,35% |
11/11/2024 | 1,00% | 1,00 CHF | 1,01 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 597 302 CHF | 201 101 CHF | 98,86% | 98,86% |
08/11/2024 | 1,01% | 0,99 CHF | 1,00 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 592 190 CHF | 199 397 CHF | 98,89% | 98,89% |
07/11/2024 | 1,02% | 0,98 CHF | 0,99 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 583 298 CHF | 196 433 CHF | 98,24% | 98,24% |