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% | 0,94 CHF | 0,95 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 438 041 CHF | 147 514 CHF | 99,38% | 99,38% |
19/11/2024 | 1,03% | 0,96 CHF | 0,97 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 434 162 CHF | 146 221 CHF | 99,38% | 99,38% |
18/11/2024 | 0,98% | 1,01 CHF | 1,02 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 459 231 CHF | 154 577 CHF | 99,38% | 99,38% |
15/11/2024 | 0,95% | 1,05 CHF | 1,06 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 472 908 CHF | 159 136 CHF | 99,35% | 99,35% |
14/11/2024 | 0,94% | 1,05 CHF | 1,06 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 474 827 CHF | 159 776 CHF | 99,37% | 99,37% |
13/11/2024 | 0,97% | 1,01 CHF | 1,02 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 459 449 CHF | 154 650 CHF | 99,37% | 99,37% |
12/11/2024 | 0,91% | 1,05 CHF | 1,06 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 494 875 CHF | 166 458 CHF | 99,14% | 99,14% |
11/11/2024 | 0,86% | 1,16 CHF | 1,17 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 520 818 CHF | 175 106 CHF | 99,38% | 99,38% |
08/11/2024 | 0,91% | 1,10 CHF | 1,11 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 493 087 CHF | 165 862 CHF | 99,38% | 99,38% |
07/11/2024 | 0,93% | 1,13 CHF | 1,14 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 483 340 CHF | 162 613 CHF | 98,58% | 98,58% |