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% | 0,98 CHF | 0,99 CHF | 180 000 | 180 000 | 180 000 | 180 000 | 174 699 CHF | 176 499 CHF | 100,00% | 100,00% |
19/11/2024 | 1,00% | 0,96 CHF | 0,97 CHF | 180 000 | 180 000 | 180 000 | 180 000 | 178 275 CHF | 180 075 CHF | 100,00% | 100,00% |
18/11/2024 | 1,03% | 0,95 CHF | 0,96 CHF | 180 000 | 180 000 | 180 000 | 180 000 | 173 172 CHF | 174 972 CHF | 100,00% | 100,00% |
15/11/2024 | 1,03% | 0,96 CHF | 0,97 CHF | 180 000 | 180 000 | 180 000 | 180 000 | 174 654 CHF | 176 454 CHF | 100,00% | 100,00% |
14/11/2024 | 0,97% | 1,02 CHF | 1,03 CHF | 180 000 | 180 000 | 181 848 | 181 848 | 186 654 CHF | 188 473 CHF | 99,33% | 99,33% |
13/11/2024 | 0,92% | 1,09 CHF | 1,10 CHF | 190 000 | 190 000 | 190 000 | 190 000 | 205 875 CHF | 207 775 CHF | 100,00% | 100,00% |
12/11/2024 | 0,96% | 1,09 CHF | 1,10 CHF | 190 000 | 190 000 | 181 938 | 181 938 | 189 101 CHF | 190 921 CHF | 100,00% | 100,00% |
11/11/2024 | 1,01% | 0,99 CHF | 1,00 CHF | 180 000 | 180 000 | 180 000 | 180 000 | 176 918 CHF | 178 718 CHF | 99,93% | 99,93% |
08/11/2024 | 1,01% | 0,98 CHF | 0,99 CHF | 180 000 | 180 000 | 179 989 | 179 989 | 177 620 CHF | 179 420 CHF | 100,00% | 100,00% |
07/11/2024 | 1,05% | 0,93 CHF | 0,94 CHF | 170 000 | 170 000 | 171 563 | 171 563 | 161 995 CHF | 163 711 CHF | 100,00% | 100,00% |