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% | 0,98 CHF | 0,99 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 198 427 CHF | 200 427 CHF | 99,81% | 99,81% |
19/11/2024 | 1,05% | 0,96 CHF | 0,97 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 188 653 CHF | 190 653 CHF | 99,72% | 99,72% |
18/11/2024 | 1,02% | 0,98 CHF | 0,99 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 195 811 CHF | 197 811 CHF | 99,71% | 99,71% |
15/11/2024 | 0,97% | 1,01 CHF | 1,02 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 205 387 CHF | 207 387 CHF | 99,81% | 99,81% |
14/11/2024 | 0,95% | 1,06 CHF | 1,07 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 209 176 CHF | 211 176 CHF | 99,81% | 99,81% |
13/11/2024 | 0,97% | 1,02 CHF | 1,03 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 205 890 CHF | 207 890 CHF | 99,81% | 99,81% |
12/11/2024 | 0,93% | 1,04 CHF | 1,05 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 215 266 CHF | 217 266 CHF | 99,50% | 99,50% |
11/11/2024 | 0,90% | 1,11 CHF | 1,12 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 222 459 CHF | 224 459 CHF | 99,72% | 99,72% |
08/11/2024 | 0,92% | 1,08 CHF | 1,09 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 216 341 CHF | 218 341 CHF | 99,81% | 99,81% |
07/11/2024 | 0,90% | 1,12 CHF | 1,13 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 222 008 CHF | 224 008 CHF | 95,70% | 95,70% |