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 | 0,96% | 1,01 CHF | 1,02 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 311 940 CHF | 104 980 CHF | 98,28% | 98,28% |
19/11/2024 | 1,01% | 0,99 CHF | 1,00 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 296 399 CHF | 99 800 CHF | 96,43% | 96,43% |
18/11/2024 | 1,00% | 1,01 CHF | 1,02 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 297 746 CHF | 100 249 CHF | 96,25% | 96,25% |
15/11/2024 | 1,00% | 1,00 CHF | 1,01 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 297 335 CHF | 100 112 CHF | 95,39% | 95,39% |
14/11/2024 | 1,05% | 0,98 CHF | 0,99 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 285 098 CHF | 96 033 CHF | 98,35% | 98,35% |
13/11/2024 | 1,05% | 0,94 CHF | 0,95 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 284 020 CHF | 95 673 CHF | 98,26% | 98,26% |
12/11/2024 | 0,99% | 0,94 CHF | 0,95 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 302 460 CHF | 101 820 CHF | 98,93% | 98,93% |
11/11/2024 | 0,90% | 1,08 CHF | 1,09 CHF | 300 000 | 100 000 | 296 145 | 98 715 | 326 134 CHF | 109 698 CHF | 97,88% | 97,88% |
08/11/2024 | 1,01% | 0,97 CHF | 0,98 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 296 837 CHF | 99 946 CHF | 98,83% | 98,83% |
07/11/2024 | 1,01% | 1,02 CHF | 1,03 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 297 874 CHF | 100 291 CHF | 98,32% | 98,32% |