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 | 1,08% | 0,94 CHF | 0,95 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 276 926 CHF | 93 309 CHF | 99,37% | 99,37% |
19/11/2024 | 1,16% | 0,87 CHF | 0,88 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 256 717 CHF | 86 572 CHF | 99,38% | 99,38% |
18/11/2024 | 1,17% | 0,83 CHF | 0,84 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 256 010 CHF | 86 337 CHF | 97,07% | 97,07% |
15/11/2024 | 1,12% | 0,87 CHF | 0,88 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 267 138 CHF | 90 046 CHF | 93,30% | 93,30% |
14/11/2024 | 1,05% | 0,92 CHF | 0,93 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 285 453 CHF | 96 151 CHF | 99,37% | 99,37% |
13/11/2024 | 1,01% | 0,96 CHF | 0,97 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 294 854 CHF | 99 285 CHF | 96,89% | 96,89% |
12/11/2024 | 0,97% | 0,97 CHF | 0,98 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 307 429 CHF | 103 476 CHF | 96,80% | 96,80% |
11/11/2024 | 0,97% | 1,00 CHF | 1,01 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 308 281 CHF | 103 760 CHF | 99,35% | 99,35% |
08/11/2024 | 0,97% | 0,99 CHF | 1,00 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 306 939 CHF | 103 313 CHF | 99,24% | 99,24% |
07/11/2024 | 0,94% | 1,03 CHF | 1,04 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 316 344 CHF | 106 448 CHF | 98,68% | 98,68% |