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% | 1,05 CHF | 1,06 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 258 668 CHF | 104 467 CHF | 99,16% | 99,16% |
19/11/2024 | 0,97% | 1,03 CHF | 1,04 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 257 798 CHF | 104 119 CHF | 99,17% | 99,17% |
18/11/2024 | 1,00% | 1,00 CHF | 1,01 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 249 714 CHF | 100 886 CHF | 99,22% | 99,22% |
15/11/2024 | 1,01% | 1,00 CHF | 1,01 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 245 292 CHF | 99 117 CHF | 99,17% | 99,17% |
14/11/2024 | 1,02% | 0,96 CHF | 0,97 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 244 348 CHF | 98 739 CHF | 99,16% | 99,16% |
13/11/2024 | 1,00% | 1,00 CHF | 1,01 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 249 385 CHF | 100 754 CHF | 99,16% | 99,16% |
12/11/2024 | 1,02% | 1,00 CHF | 1,01 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 243 848 CHF | 98 539 CHF | 99,16% | 99,16% |
11/11/2024 | 1,07% | 0,91 CHF | 0,92 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 232 558 CHF | 94 023 CHF | 99,17% | 99,17% |
08/11/2024 | 1,06% | 0,94 CHF | 0,95 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 234 015 CHF | 94 606 CHF | 99,16% | 99,16% |
07/11/2024 | 1,12% | 0,89 CHF | 0,90 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 221 392 CHF | 89 557 CHF | 97,98% | 97,98% |