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 | 0,98% | 0,98 CHF | 0,99 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 252 799 CHF | 102 120 CHF | 99,17% | 99,17% |
19/11/2024 | 1,02% | 0,98 CHF | 0,99 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 243 438 CHF | 98 375 CHF | 99,17% | 99,17% |
18/11/2024 | 0,99% | 1,01 CHF | 1,02 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 250 973 CHF | 101 389 CHF | 99,23% | 99,23% |
15/11/2024 | 1,01% | 0,95 CHF | 0,96 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 247 535 CHF | 100 014 CHF | 99,17% | 99,17% |
14/11/2024 | 0,97% | 1,03 CHF | 1,04 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 256 297 CHF | 103 519 CHF | 99,16% | 99,16% |
13/11/2024 | 0,98% | 1,00 CHF | 1,01 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 254 088 CHF | 102 635 CHF | 99,16% | 99,16% |
12/11/2024 | 0,93% | 1,05 CHF | 1,06 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 268 717 CHF | 108 487 CHF | 99,17% | 99,17% |
11/11/2024 | 0,88% | 1,13 CHF | 1,14 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 281 309 CHF | 113 524 CHF | 99,17% | 99,17% |
08/11/2024 | 0,93% | 1,07 CHF | 1,08 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 266 269 CHF | 107 508 CHF | 99,17% | 99,17% |
07/11/2024 | 0,93% | 1,04 CHF | 1,05 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 267 569 CHF | 108 028 CHF | 98,06% | 98,06% |