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 | 0,89% | 1,14 CHF | 1,15 CHF | 450 000 | 100 000 | 450 000 | 100 000 | 502 517 CHF | 112 671 CHF | 99,37% | 99,37% |
19/11/2024 | 1,13% | 0,93 CHF | 0,94 CHF | 450 000 | 100 000 | 450 000 | 100 000 | 397 339 CHF | 89 298 CHF | 99,38% | 99,38% |
18/11/2024 | 1,07% | 0,94 CHF | 0,95 CHF | 450 000 | 100 000 | 450 000 | 100 000 | 417 796 CHF | 93 844 CHF | 99,38% | 99,38% |
15/11/2024 | 1,03% | 0,95 CHF | 0,96 CHF | 450 000 | 100 000 | 450 000 | 100 000 | 435 446 CHF | 97 766 CHF | 98,91% | 98,91% |
14/11/2024 | 0,99% | 1,01 CHF | 1,02 CHF | 450 000 | 100 000 | 450 000 | 100 000 | 454 307 CHF | 101 957 CHF | 99,38% | 99,38% |
13/11/2024 | 1,11% | 0,92 CHF | 0,93 CHF | 450 000 | 100 000 | 450 000 | 100 000 | 404 074 CHF | 90 794 CHF | 99,38% | 99,38% |
12/11/2024 | 1,03% | 0,89 CHF | 0,90 CHF | 450 000 | 100 000 | 450 000 | 100 000 | 434 763 CHF | 97 614 CHF | 99,16% | 99,16% |
11/11/2024 | 0,97% | 1,02 CHF | 1,03 CHF | 450 000 | 100 000 | 450 000 | 100 000 | 462 074 CHF | 103 683 CHF | 99,38% | 99,38% |
08/11/2024 | 0,96% | 1,02 CHF | 1,03 CHF | 450 000 | 100 000 | 450 000 | 100 000 | 466 679 CHF | 104 707 CHF | 99,38% | 99,38% |
07/11/2024 | 0,94% | 1,07 CHF | 1,08 CHF | 450 000 | 100 000 | 450 000 | 100 000 | 477 444 CHF | 107 099 CHF | 98,58% | 98,58% |