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% | 1,03 CHF | 1,04 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 434 882 CHF | 146 461 CHF | 99,33% | 99,33% |
19/11/2024 | 0,99% | 0,95 CHF | 0,96 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 453 445 CHF | 152 648 CHF | 98,00% | 98,00% |
18/11/2024 | 0,92% | 1,07 CHF | 1,08 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 485 659 CHF | 163 386 CHF | 97,49% | 97,49% |
15/11/2024 | 0,93% | 1,11 CHF | 1,12 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 480 232 CHF | 161 577 CHF | 96,95% | 96,95% |
14/11/2024 | 1,16% | 0,84 CHF | 0,85 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 385 131 CHF | 129 877 CHF | 99,35% | 99,35% |
13/11/2024 | 1,05% | 0,88 CHF | 0,89 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 425 668 CHF | 143 389 CHF | 94,59% | 94,59% |
12/11/2024 | 1,07% | 0,94 CHF | 0,95 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 418 495 CHF | 140 998 CHF | 96,82% | 96,82% |
11/11/2024 | 1,12% | 0,92 CHF | 0,93 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 399 201 CHF | 134 567 CHF | 99,36% | 99,36% |
08/11/2024 | 1,16% | 0,82 CHF | 0,83 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 386 520 CHF | 130 340 CHF | 91,00% | 91,00% |
07/11/2024 | 1,06% | 0,93 CHF | 0,94 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 424 259 CHF | 142 920 CHF | 97,42% | 97,42% |