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 | 1,05% | 0,97 CHF | 0,98 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 285 470 CHF | 96 157 CHF | 98,33% | 98,33% |
19/11/2024 | 1,02% | 0,96 CHF | 0,97 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 292 492 CHF | 98 497 CHF | 97,51% | 97,51% |
18/11/2024 | 1,06% | 0,94 CHF | 0,95 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 280 262 CHF | 94 421 CHF | 96,18% | 96,18% |
15/11/2024 | 1,07% | 0,92 CHF | 0,93 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 277 708 CHF | 93 570 CHF | 98,90% | 98,90% |
14/11/2024 | 1,03% | 0,96 CHF | 0,97 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 291 049 CHF | 98 016 CHF | 96,91% | 96,91% |
13/11/2024 | 1,03% | 0,98 CHF | 0,99 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 289 105 CHF | 97 368 CHF | 94,45% | 94,45% |
12/11/2024 | 1,06% | 0,95 CHF | 0,96 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 282 019 CHF | 95 006 CHF | 94,62% | 94,62% |
11/11/2024 | 1,06% | 0,93 CHF | 0,94 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 281 544 CHF | 94 848 CHF | 96,45% | 96,45% |
08/11/2024 | 1,06% | 0,95 CHF | 0,96 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 282 397 CHF | 95 132 CHF | 92,07% | 92,07% |
07/11/2024 | 1,04% | 0,96 CHF | 0,97 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 287 562 CHF | 96 854 CHF | 97,58% | 97,58% |