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 | 0,95% | 1,01 CHF | 1,02 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 315 325 CHF | 106 108 CHF | 99,38% | 99,38% |
19/11/2024 | 1,01% | 1,02 CHF | 1,03 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 296 422 CHF | 99 807 CHF | 99,38% | 99,38% |
18/11/2024 | 0,98% | 1,00 CHF | 1,01 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 303 918 CHF | 102 306 CHF | 99,37% | 99,37% |
15/11/2024 | 0,95% | 1,03 CHF | 1,04 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 312 925 CHF | 105 308 CHF | 99,34% | 99,34% |
14/11/2024 | 0,97% | 1,02 CHF | 1,03 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 306 349 CHF | 103 116 CHF | 99,38% | 99,38% |
13/11/2024 | 0,99% | 1,05 CHF | 1,06 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 302 943 CHF | 101 981 CHF | 99,38% | 99,38% |
12/11/2024 | 0,96% | 1,01 CHF | 1,02 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 311 047 CHF | 104 682 CHF | 99,14% | 99,14% |
11/11/2024 | 0,91% | 1,08 CHF | 1,09 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 329 937 CHF | 110 979 CHF | 99,13% | 99,13% |
08/11/2024 | 0,94% | 1,05 CHF | 1,06 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 316 400 CHF | 106 467 CHF | 99,38% | 99,38% |
07/11/2024 | 0,96% | 1,01 CHF | 1,02 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 310 594 CHF | 104 531 CHF | 98,56% | 98,56% |