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 | 1,10% | 0,86 CHF | 0,87 CHF | 750 000 | 50 000 | 750 000 | 50 000 | 679 127 CHF | 45 775 CHF | 99,17% | 99,17% |
19/11/2024 | 1,16% | 0,86 CHF | 0,87 CHF | 750 000 | 50 000 | 750 000 | 50 000 | 641 784 CHF | 43 286 CHF | 99,16% | 99,16% |
18/11/2024 | 1,16% | 0,87 CHF | 0,88 CHF | 750 000 | 50 000 | 750 000 | 50 000 | 640 692 CHF | 43 213 CHF | 99,23% | 99,23% |
15/11/2024 | 1,09% | 0,90 CHF | 0,91 CHF | 750 000 | 50 000 | 750 000 | 50 000 | 683 643 CHF | 46 076 CHF | 99,16% | 99,16% |
14/11/2024 | 1,06% | 0,96 CHF | 0,97 CHF | 750 000 | 50 000 | 750 000 | 50 000 | 706 184 CHF | 47 579 CHF | 99,16% | 99,16% |
13/11/2024 | 1,15% | 0,90 CHF | 0,91 CHF | 750 000 | 50 000 | 750 000 | 50 000 | 648 578 CHF | 43 739 CHF | 99,16% | 99,16% |
12/11/2024 | 1,08% | 0,89 CHF | 0,90 CHF | 750 000 | 50 000 | 750 000 | 50 000 | 692 081 CHF | 46 639 CHF | 99,16% | 99,16% |
11/11/2024 | 0,98% | 0,96 CHF | 0,97 CHF | 750 000 | 50 000 | 750 000 | 50 000 | 762 171 CHF | 51 311 CHF | 99,16% | 99,16% |
08/11/2024 | 1,04% | 0,96 CHF | 0,97 CHF | 750 000 | 50 000 | 750 000 | 50 000 | 714 438 CHF | 48 129 CHF | 99,16% | 99,16% |
07/11/2024 | 1,07% | 0,93 CHF | 0,94 CHF | 750 000 | 50 000 | 750 000 | 50 000 | 700 555 CHF | 47 204 CHF | 98,26% | 98,26% |