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 | 0,98% | 1,03 CHF | 1,04 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 203 828 CHF | 205 828 CHF | 99,81% | 99,81% |
19/11/2024 | 0,93% | 1,06 CHF | 1,07 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 214 188 CHF | 216 188 CHF | 99,72% | 99,72% |
18/11/2024 | 0,96% | 1,04 CHF | 1,05 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 207 656 CHF | 209 656 CHF | 99,71% | 99,71% |
15/11/2024 | 1,00% | 1,02 CHF | 1,03 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 199 677 CHF | 201 677 CHF | 99,81% | 99,81% |
14/11/2024 | 1,01% | 0,97 CHF | 0,98 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 196 636 CHF | 198 636 CHF | 99,81% | 99,81% |
13/11/2024 | 0,99% | 1,01 CHF | 1,02 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 200 458 CHF | 202 458 CHF | 99,81% | 99,81% |
12/11/2024 | 1,04% | 1,00 CHF | 1,01 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 191 795 CHF | 193 795 CHF | 99,51% | 99,51% |
11/11/2024 | 1,08% | 0,92 CHF | 0,93 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 185 040 CHF | 187 040 CHF | 99,72% | 99,72% |
08/11/2024 | 1,03% | 0,96 CHF | 0,97 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 192 923 CHF | 194 923 CHF | 99,81% | 99,81% |
07/11/2024 | 1,06% | 0,93 CHF | 0,94 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 187 777 CHF | 189 777 CHF | 95,69% | 95,69% |