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 | 0,95% | 1,08 CHF | 1,09 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 314 001 CHF | 105 667 CHF | 99,44% | 99,44% |
19/11/2024 | 0,93% | 1,05 CHF | 1,06 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 320 179 CHF | 107 726 CHF | 99,44% | 99,44% |
18/11/2024 | 0,93% | 1,07 CHF | 1,08 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 320 604 CHF | 107 868 CHF | 97,38% | 97,38% |
15/11/2024 | 0,99% | 1,05 CHF | 1,06 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 300 686 CHF | 101 229 CHF | 99,45% | 99,45% |
14/11/2024 | 1,09% | 0,92 CHF | 0,93 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 273 359 CHF | 92 120 CHF | 99,44% | 99,44% |
13/11/2024 | 1,06% | 0,94 CHF | 0,95 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 282 660 CHF | 95 220 CHF | 96,95% | 96,95% |
12/11/2024 | 1,06% | 0,95 CHF | 0,96 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 282 266 CHF | 95 089 CHF | 96,97% | 96,97% |
11/11/2024 | 1,11% | 0,92 CHF | 0,93 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 269 295 CHF | 90 765 CHF | 99,44% | 99,44% |
08/11/2024 | 1,16% | 0,89 CHF | 0,90 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 257 514 CHF | 86 838 CHF | 99,28% | 99,28% |
07/11/2024 | 1,15% | 0,86 CHF | 0,87 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 259 611 CHF | 87 537 CHF | 98,70% | 98,70% |