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% | 1,03 CHF | 1,04 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 607 676 CHF | 204 559 CHF | 98,89% | 98,89% |
19/11/2024 | 1,03% | 0,99 CHF | 1,00 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 580 662 CHF | 195 554 CHF | 98,57% | 98,57% |
18/11/2024 | 1,06% | 0,95 CHF | 0,96 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 563 111 CHF | 189 704 CHF | 96,92% | 96,92% |
15/11/2024 | 1,06% | 0,93 CHF | 0,94 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 562 118 CHF | 189 373 CHF | 97,90% | 97,90% |
14/11/2024 | 1,05% | 0,96 CHF | 0,97 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 567 028 CHF | 191 009 CHF | 97,39% | 97,39% |
13/11/2024 | 1,10% | 0,92 CHF | 0,93 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 543 533 CHF | 183 178 CHF | 98,91% | 98,91% |
12/11/2024 | 0,92% | 1,11 CHF | 1,12 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 646 860 CHF | 217 620 CHF | 97,64% | 97,64% |
11/11/2024 | 0,95% | 1,06 CHF | 1,07 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 630 998 CHF | 212 333 CHF | 98,82% | 98,82% |
08/11/2024 | 0,90% | 1,11 CHF | 1,12 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 663 221 CHF | 223 074 CHF | 97,75% | 97,75% |
07/11/2024 | 0,89% | 1,11 CHF | 1,12 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 668 703 CHF | 224 901 CHF | 97,61% | 97,61% |