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 | 0,95% | 1,04 CHF | 1,05 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 313 026 CHF | 105 342 CHF | 99,00% | 99,00% |
19/11/2024 | 0,96% | 1,04 CHF | 1,05 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 311 643 CHF | 104 881 CHF | 99,44% | 99,44% |
18/11/2024 | 0,97% | 1,03 CHF | 1,04 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 306 929 CHF | 103 310 CHF | 97,63% | 97,63% |
15/11/2024 | 1,01% | 1,02 CHF | 1,03 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 296 836 CHF | 99 946 CHF | 99,44% | 99,44% |
14/11/2024 | 1,01% | 0,99 CHF | 1,00 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 295 510 CHF | 99 503 CHF | 99,09% | 99,09% |
13/11/2024 | 1,03% | 0,96 CHF | 0,97 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 288 638 CHF | 97 213 CHF | 96,63% | 96,63% |
12/11/2024 | 1,03% | 0,97 CHF | 0,98 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 289 121 CHF | 97 374 CHF | 96,38% | 96,38% |
11/11/2024 | 1,01% | 0,98 CHF | 0,99 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 296 598 CHF | 99 866 CHF | 98,66% | 98,66% |
08/11/2024 | 1,09% | 0,96 CHF | 0,97 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 274 748 CHF | 92 583 CHF | 90,62% | 90,62% |
07/11/2024 | 1,13% | 0,90 CHF | 0,91 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 264 532 CHF | 89 177 CHF | 98,68% | 98,68% |