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 | 1,04% | 0,92 CHF | 0,93 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 429 122 CHF | 144 541 CHF | 99,38% | 99,38% |
19/11/2024 | 1,05% | 0,94 CHF | 0,95 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 425 832 CHF | 143 444 CHF | 99,38% | 99,38% |
18/11/2024 | 0,99% | 0,99 CHF | 1,00 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 452 012 CHF | 152 171 CHF | 99,38% | 99,38% |
15/11/2024 | 0,96% | 1,04 CHF | 1,05 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 465 504 CHF | 156 668 CHF | 99,36% | 99,36% |
14/11/2024 | 0,96% | 1,03 CHF | 1,04 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 466 468 CHF | 156 989 CHF | 99,38% | 99,38% |
13/11/2024 | 0,99% | 0,99 CHF | 1,00 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 451 183 CHF | 151 894 CHF | 99,37% | 99,37% |
12/11/2024 | 0,92% | 1,03 CHF | 1,04 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 487 761 CHF | 164 087 CHF | 99,14% | 99,14% |
11/11/2024 | 0,87% | 1,14 CHF | 1,15 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 513 164 CHF | 172 555 CHF | 99,37% | 99,37% |
08/11/2024 | 0,92% | 1,08 CHF | 1,09 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 485 543 CHF | 163 348 CHF | 99,38% | 99,38% |
07/11/2024 | 0,94% | 1,11 CHF | 1,12 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 475 691 CHF | 160 064 CHF | 98,58% | 98,58% |