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 | 1,03% | 0,91 CHF | 0,92 CHF | 250 000 | 75 000 | 250 000 | 75 000 | 240 958 CHF | 73 037 CHF | 98,77% | 98,77% |
19/11/2024 | 1,03% | 0,97 CHF | 0,98 CHF | 250 000 | 75 000 | 250 000 | 75 000 | 241 900 CHF | 73 320 CHF | 90,68% | 90,68% |
18/11/2024 | 0,95% | 1,06 CHF | 1,07 CHF | 250 000 | 75 000 | 250 000 | 75 000 | 262 933 CHF | 79 630 CHF | 94,82% | 94,82% |
15/11/2024 | 0,97% | 1,02 CHF | 1,03 CHF | 250 000 | 75 000 | 250 000 | 75 000 | 255 642 CHF | 77 443 CHF | 98,33% | 98,33% |
14/11/2024 | 1,06% | 0,98 CHF | 0,99 CHF | 250 000 | 75 000 | 250 000 | 75 000 | 234 062 CHF | 70 969 CHF | 98,97% | 98,97% |
13/11/2024 | 1,14% | 0,85 CHF | 0,86 CHF | 250 000 | 75 000 | 250 000 | 75 000 | 217 673 CHF | 66 052 CHF | 86,88% | 86,88% |
12/11/2024 | 1,00% | 0,92 CHF | 0,93 CHF | 250 000 | 75 000 | 250 000 | 75 000 | 249 446 CHF | 75 584 CHF | 96,23% | 96,23% |
11/11/2024 | 1,02% | 1,01 CHF | 1,02 CHF | 250 000 | 75 000 | 250 000 | 75 000 | 245 191 CHF | 74 307 CHF | 98,97% | 98,97% |
08/11/2024 | 1,02% | 0,94 CHF | 0,95 CHF | 250 000 | 75 000 | 250 000 | 75 000 | 243 614 CHF | 73 834 CHF | 98,87% | 98,87% |
07/11/2024 | 0,92% | 1,12 CHF | 1,13 CHF | 250 000 | 75 000 | 250 000 | 75 000 | 270 472 CHF | 81 892 CHF | 98,18% | 98,18% |