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 | 1,22% | 0,76 CHF | 0,77 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 409 035 CHF | 82 807 CHF | 99,27% | 99,27% |
19/11/2024 | 1,20% | 0,84 CHF | 0,85 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 413 059 CHF | 83 612 CHF | 99,27% | 99,27% |
18/11/2024 | 1,19% | 0,86 CHF | 0,87 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 418 893 CHF | 84 779 CHF | 99,27% | 99,27% |
15/11/2024 | 1,03% | 0,91 CHF | 0,92 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 483 785 CHF | 97 757 CHF | 99,27% | 99,27% |
14/11/2024 | 0,96% | 1,04 CHF | 1,05 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 519 385 CHF | 104 877 CHF | 99,27% | 99,27% |
13/11/2024 | 1,02% | 0,97 CHF | 0,98 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 487 109 CHF | 98 422 CHF | 99,27% | 99,27% |
12/11/2024 | 0,95% | 1,02 CHF | 1,03 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 526 265 CHF | 106 253 CHF | 99,25% | 99,25% |
11/11/2024 | 0,91% | 1,08 CHF | 1,09 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 546 695 CHF | 110 339 CHF | 99,27% | 99,27% |
08/11/2024 | 0,96% | 1,05 CHF | 1,06 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 520 498 CHF | 105 100 CHF | 99,26% | 99,26% |
07/11/2024 | 0,98% | 1,02 CHF | 1,03 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 509 258 CHF | 102 852 CHF | 1,12% | 1,12% |