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 | 0,93% | 1,04 CHF | 1,05 CHF | 750 000 | 150 000 | 750 000 | 150 000 | 799 138 CHF | 161 327 CHF | 99,37% | 99,37% |
19/11/2024 | 0,96% | 1,03 CHF | 1,04 CHF | 750 000 | 150 000 | 750 000 | 150 000 | 777 526 CHF | 157 005 CHF | 99,37% | 99,37% |
18/11/2024 | 0,97% | 1,04 CHF | 1,05 CHF | 750 000 | 150 000 | 750 000 | 150 000 | 770 931 CHF | 155 686 CHF | 99,25% | 99,25% |
15/11/2024 | 1,01% | 1,00 CHF | 1,01 CHF | 750 000 | 150 000 | 750 000 | 150 000 | 738 604 CHF | 149 221 CHF | 99,38% | 99,38% |
14/11/2024 | 1,06% | 0,97 CHF | 0,98 CHF | 750 000 | 150 000 | 750 000 | 150 000 | 705 315 CHF | 142 563 CHF | 99,36% | 99,36% |
13/11/2024 | 1,06% | 0,94 CHF | 0,95 CHF | 750 000 | 150 000 | 750 000 | 150 000 | 703 323 CHF | 142 165 CHF | 99,37% | 99,37% |
12/11/2024 | 1,03% | 0,96 CHF | 0,97 CHF | 750 000 | 150 000 | 750 000 | 150 000 | 727 285 CHF | 146 957 CHF | 99,37% | 99,37% |
11/11/2024 | 0,99% | 1,01 CHF | 1,02 CHF | 750 000 | 150 000 | 750 000 | 150 000 | 757 337 CHF | 152 967 CHF | 99,37% | 99,37% |
08/11/2024 | 1,03% | 0,98 CHF | 0,99 CHF | 750 000 | 150 000 | 750 000 | 150 000 | 724 146 CHF | 146 329 CHF | 99,36% | 99,36% |
07/11/2024 | 1,00% | 0,98 CHF | 0,99 CHF | 750 000 | 150 000 | 750 000 | 150 000 | 745 399 CHF | 150 580 CHF | 98,37% | 98,37% |