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 | 1,02% | 0,99 CHF | 1,00 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 586 674 CHF | 197 558 CHF | 98,23% | 98,23% |
19/11/2024 | 1,01% | 0,98 CHF | 0,99 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 593 987 CHF | 199 996 CHF | 98,64% | 98,64% |
18/11/2024 | 1,01% | 0,99 CHF | 1,00 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 589 050 CHF | 198 350 CHF | 95,92% | 95,92% |
15/11/2024 | 0,99% | 1,01 CHF | 1,02 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 604 365 CHF | 203 455 CHF | 97,68% | 97,68% |
14/11/2024 | 0,95% | 1,02 CHF | 1,03 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 630 436 CHF | 212 145 CHF | 96,24% | 96,24% |
13/11/2024 | 0,93% | 1,08 CHF | 1,09 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 644 080 CHF | 216 693 CHF | 98,58% | 98,58% |
12/11/2024 | 0,99% | 1,04 CHF | 1,05 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 602 464 CHF | 202 821 CHF | 96,26% | 96,26% |
11/11/2024 | 0,98% | 1,01 CHF | 1,02 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 611 145 CHF | 205 715 CHF | 98,76% | 98,76% |
08/11/2024 | 0,96% | 1,04 CHF | 1,05 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 623 064 CHF | 209 688 CHF | 96,84% | 96,84% |
07/11/2024 | 1,04% | 0,96 CHF | 0,97 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 573 088 CHF | 193 029 CHF | 98,10% | 98,10% |