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% | 1,04 CHF | 1,05 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 460 955 CHF | 155 152 CHF | 90,83% | 90,83% |
19/11/2024 | 0,97% | 1,02 CHF | 1,03 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 462 068 CHF | 155 522 CHF | 96,33% | 96,33% |
18/11/2024 | 1,00% | 0,97 CHF | 0,98 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 447 940 CHF | 150 813 CHF | 96,73% | 96,73% |
15/11/2024 | 0,99% | 1,01 CHF | 1,02 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 451 416 CHF | 151 972 CHF | 95,55% | 95,55% |
14/11/2024 | 0,94% | 1,02 CHF | 1,03 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 477 331 CHF | 160 610 CHF | 98,89% | 98,89% |
13/11/2024 | 0,92% | 1,10 CHF | 1,11 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 488 460 CHF | 164 320 CHF | 98,86% | 98,86% |
12/11/2024 | 0,99% | 1,05 CHF | 1,06 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 451 824 CHF | 152 108 CHF | 98,71% | 98,71% |
11/11/2024 | 1,02% | 0,97 CHF | 0,98 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 439 099 CHF | 147 866 CHF | 98,68% | 98,68% |
08/11/2024 | 1,00% | 0,99 CHF | 1,00 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 448 729 CHF | 151 076 CHF | 98,85% | 98,85% |
07/11/2024 | 0,98% | 1,00 CHF | 1,01 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 455 439 CHF | 153 313 CHF | 98,19% | 98,19% |