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 | 1,04% | 0,94 CHF | 0,95 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 238 096 CHF | 96 238 CHF | 99,38% | 99,38% |
19/11/2024 | 1,07% | 0,95 CHF | 0,96 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 232 531 CHF | 94 012 CHF | 99,38% | 99,38% |
18/11/2024 | 1,05% | 0,96 CHF | 0,97 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 237 032 CHF | 95 813 CHF | 99,38% | 99,38% |
15/11/2024 | 0,97% | 1,00 CHF | 1,01 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 256 379 CHF | 103 552 CHF | 99,37% | 99,37% |
14/11/2024 | 0,92% | 1,14 CHF | 1,15 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 271 420 CHF | 109 568 CHF | 99,38% | 99,38% |
13/11/2024 | 0,96% | 1,05 CHF | 1,06 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 260 404 CHF | 105 162 CHF | 99,38% | 99,38% |
12/11/2024 | 0,89% | 1,09 CHF | 1,10 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 280 544 CHF | 113 218 CHF | 99,11% | 99,11% |
11/11/2024 | 0,84% | 1,17 CHF | 1,18 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 295 924 CHF | 119 369 CHF | 99,38% | 99,38% |
08/11/2024 | 0,85% | 1,16 CHF | 1,17 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 293 650 CHF | 118 460 CHF | 99,38% | 99,38% |
07/11/2024 | 0,82% | 1,16 CHF | 1,17 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 303 523 CHF | 122 409 CHF | 98,69% | 98,69% |