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 | 0,99% | 1,03 CHF | 1,04 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 302 438 CHF | 305 438 CHF | 100,00% | 100,00% |
19/11/2024 | 0,98% | 1,02 CHF | 1,03 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 304 089 CHF | 307 089 CHF | 99,83% | 99,83% |
18/11/2024 | 1,01% | 0,99 CHF | 1,00 CHF | 300 000 | 300 000 | 297 071 | 297 071 | 292 266 CHF | 295 237 CHF | 100,00% | 100,00% |
15/11/2024 | 1,04% | 0,97 CHF | 0,98 CHF | 290 000 | 290 000 | 290 585 | 290 585 | 278 825 CHF | 281 731 CHF | 100,00% | 100,00% |
14/11/2024 | 1,09% | 0,90 CHF | 0,91 CHF | 290 000 | 290 000 | 290 000 | 290 000 | 264 713 CHF | 267 613 CHF | 100,00% | 100,00% |
13/11/2024 | 1,12% | 0,89 CHF | 0,90 CHF | 290 000 | 290 000 | 284 460 | 284 460 | 252 053 CHF | 254 898 CHF | 100,00% | 100,00% |
12/11/2024 | 1,11% | 0,90 CHF | 0,91 CHF | 290 000 | 290 000 | 285 345 | 285 345 | 254 608 CHF | 257 461 CHF | 99,86% | 99,86% |
11/11/2024 | 1,15% | 0,86 CHF | 0,87 CHF | 280 000 | 280 000 | 280 000 | 280 000 | 241 346 CHF | 244 146 CHF | 100,00% | 100,00% |
08/11/2024 | 1,12% | 0,90 CHF | 0,91 CHF | 290 000 | 290 000 | 283 998 | 283 998 | 251 382 CHF | 254 222 CHF | 98,91% | 98,91% |
07/11/2024 | 1,15% | 0,86 CHF | 0,87 CHF | 280 000 | 280 000 | 280 000 | 280 000 | 241 935 CHF | 244 735 CHF | 100,00% | 100,00% |