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 | 1,01% | 0,96 CHF | 0,97 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 590 491 CHF | 198 830 CHF | 99,38% | 99,38% |
19/11/2024 | 1,07% | 0,93 CHF | 0,94 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 560 420 CHF | 188 807 CHF | 99,37% | 99,37% |
18/11/2024 | 1,07% | 0,95 CHF | 0,96 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 560 043 CHF | 188 681 CHF | 99,26% | 99,26% |
15/11/2024 | 1,13% | 0,90 CHF | 0,91 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 527 699 CHF | 177 900 CHF | 99,38% | 99,38% |
14/11/2024 | 1,20% | 0,87 CHF | 0,88 CHF | 600 000 | 200 000 | 729 958 | 243 319 | 606 167 CHF | 204 489 CHF | 99,36% | 99,36% |
13/11/2024 | 1,20% | 0,83 CHF | 0,84 CHF | 750 000 | 250 000 | 703 659 | 234 553 | 580 947 CHF | 195 995 CHF | 99,37% | 99,37% |
12/11/2024 | 1,15% | 0,85 CHF | 0,86 CHF | 600 000 | 200 000 | 601 215 | 200 405 | 521 611 CHF | 175 874 CHF | 99,38% | 99,38% |
11/11/2024 | 1,08% | 0,92 CHF | 0,93 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 550 884 CHF | 185 628 CHF | 99,37% | 99,37% |
08/11/2024 | 1,15% | 0,88 CHF | 0,89 CHF | 600 000 | 200 000 | 618 678 | 206 226 | 534 141 CHF | 180 109 CHF | 99,37% | 99,37% |
07/11/2024 | 1,11% | 0,88 CHF | 0,89 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 537 634 CHF | 181 211 CHF | 98,36% | 98,36% |