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 | 0,97% | 0,96 CHF | 0,97 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 510 826 CHF | 515 826 CHF | 99,54% | 99,54% |
19/11/2024 | 0,97% | 1,03 CHF | 1,04 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 511 940 CHF | 516 940 CHF | 99,56% | 99,56% |
18/11/2024 | 0,90% | 1,12 CHF | 1,13 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 554 954 CHF | 559 954 CHF | 99,58% | 99,58% |
15/11/2024 | 0,92% | 1,08 CHF | 1,09 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 540 347 CHF | 545 347 CHF | 98,92% | 98,92% |
14/11/2024 | 1,00% | 1,04 CHF | 1,05 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 497 153 CHF | 502 153 CHF | 98,73% | 98,73% |
13/11/2024 | 1,08% | 0,90 CHF | 0,91 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 462 293 CHF | 467 293 CHF | 96,69% | 96,69% |
12/11/2024 | 0,94% | 0,98 CHF | 0,99 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 527 194 CHF | 532 194 CHF | 99,55% | 99,55% |
11/11/2024 | 0,96% | 1,07 CHF | 1,08 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 519 548 CHF | 524 548 CHF | 99,57% | 99,57% |
08/11/2024 | 0,96% | 1,00 CHF | 1,01 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 516 243 CHF | 521 243 CHF | 99,52% | 99,52% |
07/11/2024 | 0,87% | 1,18 CHF | 1,19 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 570 012 CHF | 575 012 CHF | 99,49% | 99,49% |