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 | 1,00% | 1,02 CHF | 1,03 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 149 822 CHF | 50 441 CHF | 99,38% | 99,38% |
19/11/2024 | 0,99% | 0,98 CHF | 0,99 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 151 168 CHF | 50 890 CHF | 99,38% | 99,38% |
18/11/2024 | 0,94% | 1,04 CHF | 1,05 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 159 490 CHF | 53 663 CHF | 97,52% | 97,52% |
15/11/2024 | 1,08% | 1,03 CHF | 1,04 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 138 696 CHF | 46 732 CHF | 99,37% | 99,37% |
14/11/2024 | 1,15% | 0,96 CHF | 0,97 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 132 510 CHF | 44 670 CHF | 93,44% | 93,44% |
13/11/2024 | 1,48% | 0,68 CHF | 0,69 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 100 719 CHF | 34 073 CHF | 96,85% | 96,85% |
12/11/2024 | 1,52% | 0,64 CHF | 0,65 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 97 826 CHF | 33 109 CHF | 96,90% | 96,90% |
11/11/2024 | 1,59% | 0,64 CHF | 0,65 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 93 759 CHF | 31 753 CHF | 99,14% | 99,14% |
08/11/2024 | 1,65% | 0,60 CHF | 0,61 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 90 246 CHF | 30 582 CHF | 90,42% | 90,42% |
07/11/2024 | 1,63% | 0,61 CHF | 0,62 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 91 545 CHF | 31 015 CHF | 97,30% | 97,30% |