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 | 300 000 | 100 000 | 300 000 | 100 000 | 292 498 CHF | 98 499 CHF | 98,86% | 98,86% |
19/11/2024 | 1,02% | 0,97 CHF | 0,98 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 292 514 CHF | 98 505 CHF | 90,63% | 90,63% |
18/11/2024 | 1,05% | 0,92 CHF | 0,93 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 283 311 CHF | 95 437 CHF | 96,73% | 96,73% |
15/11/2024 | 1,05% | 0,96 CHF | 0,97 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 285 478 CHF | 96 160 CHF | 98,35% | 98,35% |
14/11/2024 | 0,99% | 0,97 CHF | 0,98 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 302 637 CHF | 101 879 CHF | 98,89% | 98,89% |
13/11/2024 | 0,96% | 1,05 CHF | 1,06 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 310 211 CHF | 104 404 CHF | 96,35% | 96,35% |
12/11/2024 | 1,04% | 1,00 CHF | 1,01 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 285 689 CHF | 96 230 CHF | 96,19% | 96,19% |
11/11/2024 | 1,08% | 0,92 CHF | 0,93 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 277 505 CHF | 93 502 CHF | 98,71% | 98,71% |
08/11/2024 | 1,05% | 0,94 CHF | 0,95 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 283 654 CHF | 95 552 CHF | 98,86% | 98,86% |
07/11/2024 | 1,04% | 0,95 CHF | 0,96 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 287 982 CHF | 96 994 CHF | 98,19% | 98,19% |