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 | 0,99% | 0,98 CHF | 0,99 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 452 174 CHF | 152 225 CHF | 98,88% | 98,88% |
19/11/2024 | 1,04% | 0,96 CHF | 0,97 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 431 131 CHF | 145 210 CHF | 95,76% | 95,76% |
18/11/2024 | 0,97% | 1,03 CHF | 1,04 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 461 881 CHF | 155 460 CHF | 96,98% | 96,98% |
15/11/2024 | 0,98% | 1,01 CHF | 1,02 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 454 735 CHF | 153 078 CHF | 94,89% | 94,89% |
14/11/2024 | 1,03% | 1,00 CHF | 1,01 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 435 429 CHF | 146 643 CHF | 98,78% | 98,78% |
13/11/2024 | 1,05% | 0,90 CHF | 0,91 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 425 607 CHF | 143 369 CHF | 98,25% | 98,25% |
12/11/2024 | 1,00% | 0,95 CHF | 0,96 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 450 033 CHF | 151 511 CHF | 98,95% | 98,95% |
11/11/2024 | 1,01% | 1,04 CHF | 1,05 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 445 568 CHF | 150 023 CHF | 98,91% | 98,91% |
08/11/2024 | 1,07% | 0,90 CHF | 0,91 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 417 080 CHF | 140 527 CHF | 97,32% | 97,32% |
07/11/2024 | 0,94% | 1,03 CHF | 1,04 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 476 522 CHF | 160 341 CHF | 98,19% | 98,19% |