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 | 1,12% | 0,89 CHF | 0,90 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 534 090 CHF | 180 030 CHF | 99,37% | 99,37% |
19/11/2024 | 1,10% | 0,88 CHF | 0,89 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 543 428 CHF | 183 143 CHF | 99,07% | 99,07% |
18/11/2024 | 1,10% | 0,90 CHF | 0,91 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 544 509 CHF | 183 503 CHF | 97,24% | 97,24% |
15/11/2024 | 1,07% | 0,93 CHF | 0,94 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 555 292 CHF | 187 097 CHF | 99,37% | 99,37% |
14/11/2024 | 1,06% | 0,94 CHF | 0,95 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 565 389 CHF | 190 463 CHF | 99,37% | 99,37% |
13/11/2024 | 1,10% | 0,90 CHF | 0,91 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 542 472 CHF | 182 824 CHF | 96,96% | 96,96% |
12/11/2024 | 1,10% | 0,90 CHF | 0,91 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 541 722 CHF | 182 574 CHF | 96,87% | 96,87% |
11/11/2024 | 1,08% | 0,91 CHF | 0,92 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 550 627 CHF | 185 542 CHF | 98,73% | 98,73% |
08/11/2024 | 1,09% | 0,90 CHF | 0,91 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 545 159 CHF | 183 720 CHF | 93,15% | 93,15% |
07/11/2024 | 1,08% | 0,89 CHF | 0,90 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 550 979 CHF | 185 660 CHF | 98,69% | 98,69% |