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 | 1,07% | 0,92 CHF | 0,93 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 464 863 CHF | 93 973 CHF | 99,27% | 99,27% |
19/11/2024 | 1,12% | 0,90 CHF | 0,91 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 444 754 CHF | 89 951 CHF | 99,27% | 99,27% |
18/11/2024 | 1,10% | 0,91 CHF | 0,92 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 450 877 CHF | 91 175 CHF | 99,27% | 99,27% |
15/11/2024 | 1,08% | 0,91 CHF | 0,92 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 460 854 CHF | 93 171 CHF | 99,27% | 99,27% |
14/11/2024 | 1,09% | 0,92 CHF | 0,93 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 457 707 CHF | 92 541 CHF | 99,27% | 99,27% |
13/11/2024 | 1,10% | 0,89 CHF | 0,90 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 453 497 CHF | 91 699 CHF | 99,27% | 99,27% |
12/11/2024 | 1,08% | 0,89 CHF | 0,90 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 462 463 CHF | 93 493 CHF | 99,25% | 99,25% |
11/11/2024 | 1,03% | 0,97 CHF | 0,98 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 481 129 CHF | 97 226 CHF | 99,27% | 99,27% |
08/11/2024 | 1,04% | 0,97 CHF | 0,98 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 478 266 CHF | 96 653 CHF | 99,25% | 99,25% |
07/11/2024 | 1,06% | 0,94 CHF | 0,95 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 470 000 CHF | 95 000 CHF | 1,12% | 1,12% |