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 | 0,94% | 0,99 CHF | 1,00 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 159 714 CHF | 53 738 CHF | 99,38% | 99,38% |
19/11/2024 | 1,06% | 0,99 CHF | 1,00 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 141 458 CHF | 47 653 CHF | 99,38% | 99,38% |
18/11/2024 | 1,00% | 0,97 CHF | 0,98 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 149 828 CHF | 50 443 CHF | 99,38% | 99,38% |
15/11/2024 | 0,94% | 1,03 CHF | 1,04 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 158 495 CHF | 53 332 CHF | 99,34% | 99,34% |
14/11/2024 | 0,98% | 1,00 CHF | 1,01 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 152 435 CHF | 51 312 CHF | 99,38% | 99,38% |
13/11/2024 | 0,99% | 1,09 CHF | 1,10 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 151 243 CHF | 50 914 CHF | 99,37% | 99,37% |
12/11/2024 | 0,94% | 1,02 CHF | 1,03 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 158 937 CHF | 53 479 CHF | 99,14% | 99,14% |
11/11/2024 | 0,84% | 1,15 CHF | 1,16 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 178 145 CHF | 59 882 CHF | 99,13% | 99,13% |
08/11/2024 | 0,91% | 1,09 CHF | 1,10 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 165 012 CHF | 55 504 CHF | 99,38% | 99,38% |
07/11/2024 | 0,94% | 1,02 CHF | 1,03 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 159 352 CHF | 53 617 CHF | 98,56% | 98,56% |