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 | 1,02% | 0,99 CHF | 1,00 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 292 642 CHF | 98 547 CHF | 99,38% | 99,38% |
19/11/2024 | 1,04% | 0,98 CHF | 0,99 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 286 090 CHF | 96 363 CHF | 99,37% | 99,37% |
18/11/2024 | 1,03% | 0,96 CHF | 0,97 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 288 694 CHF | 97 232 CHF | 97,58% | 97,58% |
15/11/2024 | 1,00% | 0,98 CHF | 0,99 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 298 084 CHF | 100 362 CHF | 99,38% | 99,38% |
14/11/2024 | 1,02% | 0,99 CHF | 1,00 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 292 969 CHF | 98 656 CHF | 99,37% | 99,37% |
13/11/2024 | 1,02% | 0,98 CHF | 0,99 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 292 631 CHF | 98 544 CHF | 96,96% | 96,96% |
12/11/2024 | 1,06% | 0,97 CHF | 0,98 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 280 848 CHF | 94 616 CHF | 96,92% | 96,92% |
11/11/2024 | 1,08% | 0,93 CHF | 0,94 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 275 958 CHF | 92 986 CHF | 98,25% | 98,25% |
08/11/2024 | 1,11% | 0,91 CHF | 0,92 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 267 940 CHF | 90 313 CHF | 99,27% | 99,27% |
07/11/2024 | 1,14% | 0,89 CHF | 0,90 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 262 560 CHF | 88 520 CHF | 98,69% | 98,69% |