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 | 1,05% | 0,92 CHF | 0,93 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 285 370 CHF | 96 123 CHF | 88,85% | 88,85% |
19/11/2024 | 1,08% | 0,91 CHF | 0,92 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 277 119 CHF | 93 373 CHF | 95,06% | 95,06% |
18/11/2024 | 1,03% | 0,98 CHF | 0,99 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 289 418 CHF | 97 473 CHF | 94,52% | 94,52% |
15/11/2024 | 1,03% | 0,97 CHF | 0,98 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 289 003 CHF | 97 334 CHF | 93,26% | 93,26% |
14/11/2024 | 1,07% | 0,95 CHF | 0,96 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 279 706 CHF | 94 235 CHF | 97,44% | 97,44% |
13/11/2024 | 1,05% | 0,92 CHF | 0,93 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 285 691 CHF | 96 230 CHF | 98,70% | 98,70% |
12/11/2024 | 1,05% | 0,90 CHF | 0,91 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 284 644 CHF | 95 881 CHF | 95,30% | 95,30% |
11/11/2024 | 0,97% | 1,01 CHF | 1,02 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 307 810 CHF | 103 603 CHF | 95,50% | 95,50% |
08/11/2024 | 1,01% | 0,97 CHF | 0,98 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 297 046 CHF | 100 015 CHF | 96,56% | 96,56% |
07/11/2024 | 0,96% | 1,03 CHF | 1,04 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 309 717 CHF | 104 239 CHF | 97,49% | 97,49% |