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 | 1,13% | 0,87 CHF | 0,88 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 176 582 CHF | 178 582 CHF | 99,81% | 99,81% |
19/11/2024 | 1,19% | 0,85 CHF | 0,86 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 166 844 CHF | 168 844 CHF | 99,72% | 99,72% |
18/11/2024 | 1,14% | 0,87 CHF | 0,88 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 173 977 CHF | 175 977 CHF | 99,71% | 99,71% |
15/11/2024 | 1,08% | 0,90 CHF | 0,91 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 183 598 CHF | 185 598 CHF | 99,81% | 99,81% |
14/11/2024 | 1,06% | 0,95 CHF | 0,96 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 187 327 CHF | 189 327 CHF | 99,81% | 99,81% |
13/11/2024 | 1,08% | 0,91 CHF | 0,92 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 184 059 CHF | 186 059 CHF | 99,81% | 99,81% |
12/11/2024 | 1,03% | 0,93 CHF | 0,94 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 193 421 CHF | 195 421 CHF | 99,50% | 99,50% |
11/11/2024 | 0,99% | 1,00 CHF | 1,01 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 200 700 CHF | 202 700 CHF | 99,71% | 99,71% |
08/11/2024 | 1,02% | 0,98 CHF | 0,99 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 194 586 CHF | 196 586 CHF | 99,81% | 99,81% |
07/11/2024 | 0,99% | 1,01 CHF | 1,02 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 200 192 CHF | 202 192 CHF | 95,70% | 95,70% |