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 | 0,97% | 1,02 CHF | 1,03 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 462 490 CHF | 155 663 CHF | 99,37% | 99,37% |
19/11/2024 | 1,02% | 0,99 CHF | 1,00 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 440 902 CHF | 148 467 CHF | 99,37% | 99,37% |
18/11/2024 | 1,00% | 1,00 CHF | 1,01 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 447 014 CHF | 150 505 CHF | 99,25% | 99,25% |
15/11/2024 | 0,98% | 1,00 CHF | 1,01 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 458 037 CHF | 154 179 CHF | 99,38% | 99,38% |
14/11/2024 | 0,99% | 1,02 CHF | 1,03 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 453 851 CHF | 152 784 CHF | 99,37% | 99,37% |
13/11/2024 | 1,00% | 0,98 CHF | 0,99 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 450 076 CHF | 151 525 CHF | 99,37% | 99,37% |
12/11/2024 | 0,97% | 0,99 CHF | 1,00 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 461 704 CHF | 155 401 CHF | 99,37% | 99,37% |
11/11/2024 | 0,93% | 1,08 CHF | 1,09 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 481 122 CHF | 161 874 CHF | 99,37% | 99,37% |
08/11/2024 | 0,94% | 1,08 CHF | 1,09 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 477 242 CHF | 160 581 CHF | 99,37% | 99,37% |
07/11/2024 | 0,96% | 1,05 CHF | 1,06 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 466 187 CHF | 156 896 CHF | 98,37% | 98,37% |