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 | 1,03% | 0,91 CHF | 0,92 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 217 117 CHF | 73 122 CHF | 99,38% | 99,38% |
19/11/2024 | 1,13% | 0,92 CHF | 0,93 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 198 906 CHF | 67 052 CHF | 99,38% | 99,38% |
18/11/2024 | 1,08% | 0,91 CHF | 0,92 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 207 296 CHF | 69 849 CHF | 99,37% | 99,37% |
15/11/2024 | 1,04% | 0,94 CHF | 0,95 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 215 820 CHF | 72 690 CHF | 99,34% | 99,34% |
14/11/2024 | 1,07% | 0,92 CHF | 0,93 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 209 858 CHF | 70 703 CHF | 99,38% | 99,38% |
13/11/2024 | 1,08% | 0,98 CHF | 0,99 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 208 175 CHF | 70 142 CHF | 99,37% | 99,37% |
12/11/2024 | 1,04% | 0,93 CHF | 0,94 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 215 749 CHF | 72 666 CHF | 99,15% | 99,15% |
11/11/2024 | 0,96% | 1,01 CHF | 1,02 CHF | 225 000 | 75 000 | 224 978 | 74 980 | 234 160 CHF | 78 790 CHF | 99,13% | 99,13% |
08/11/2024 | 1,01% | 0,98 CHF | 0,99 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 220 995 CHF | 74 415 CHF | 99,38% | 99,38% |
07/11/2024 | 1,04% | 0,93 CHF | 0,94 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 215 405 CHF | 72 552 CHF | 98,56% | 98,56% |