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 | 0,96% | 1,01 CHF | 1,02 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 624 517 CHF | 210 172 CHF | 99,37% | 99,37% |
19/11/2024 | 1,03% | 0,96 CHF | 0,97 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 578 364 CHF | 194 788 CHF | 99,38% | 99,38% |
18/11/2024 | 1,01% | 0,99 CHF | 1,00 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 589 656 CHF | 198 552 CHF | 99,25% | 99,25% |
15/11/2024 | 1,12% | 0,94 CHF | 0,95 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 535 086 CHF | 180 362 CHF | 99,38% | 99,38% |
14/11/2024 | 1,10% | 0,99 CHF | 1,00 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 542 115 CHF | 182 705 CHF | 99,37% | 99,37% |
13/11/2024 | 0,99% | 1,00 CHF | 1,01 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 600 963 CHF | 202 321 CHF | 99,37% | 99,37% |
12/11/2024 | 1,04% | 0,90 CHF | 0,91 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 575 966 CHF | 193 988 CHF | 99,37% | 99,37% |
11/11/2024 | 0,94% | 1,05 CHF | 1,06 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 638 451 CHF | 214 817 CHF | 99,38% | 99,38% |
08/11/2024 | 0,95% | 1,05 CHF | 1,06 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 625 682 CHF | 210 561 CHF | 99,38% | 99,38% |
07/11/2024 | 0,90% | 1,09 CHF | 1,10 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 665 734 CHF | 223 911 CHF | 98,38% | 98,38% |