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 | 1,01% | 0,96 CHF | 0,97 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 295 856 CHF | 99 619 CHF | 99,54% | 99,54% |
19/11/2024 | 1,05% | 0,96 CHF | 0,97 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 283 976 CHF | 95 659 CHF | 96,95% | 96,95% |
18/11/2024 | 1,02% | 1,00 CHF | 1,01 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 293 322 CHF | 98 774 CHF | 96,25% | 96,25% |
15/11/2024 | 1,06% | 0,94 CHF | 0,95 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 281 311 CHF | 94 770 CHF | 96,52% | 96,52% |
14/11/2024 | 1,11% | 0,92 CHF | 0,93 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 268 233 CHF | 90 411 CHF | 99,36% | 99,36% |
13/11/2024 | 1,16% | 0,85 CHF | 0,86 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 257 042 CHF | 86 681 CHF | 98,93% | 98,93% |
12/11/2024 | 1,10% | 0,85 CHF | 0,86 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 272 304 CHF | 91 768 CHF | 99,38% | 99,38% |
11/11/2024 | 0,99% | 0,99 CHF | 1,00 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 300 627 CHF | 101 209 CHF | 99,27% | 99,27% |
08/11/2024 | 1,03% | 0,95 CHF | 0,96 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 290 790 CHF | 97 930 CHF | 99,35% | 99,35% |
07/11/2024 | 0,99% | 0,99 CHF | 1,00 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 301 489 CHF | 101 496 CHF | 98,67% | 98,67% |