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 | 0,96% | 1,02 CHF | 1,03 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 779 526 CHF | 262 342 CHF | 99,37% | 99,37% |
19/11/2024 | 1,00% | 0,99 CHF | 1,00 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 748 487 CHF | 251 996 CHF | 99,37% | 99,37% |
18/11/2024 | 1,00% | 1,01 CHF | 1,02 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 747 007 CHF | 251 502 CHF | 99,25% | 99,25% |
15/11/2024 | 1,05% | 0,97 CHF | 0,98 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 711 520 CHF | 239 673 CHF | 99,38% | 99,38% |
14/11/2024 | 1,10% | 0,93 CHF | 0,94 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 676 881 CHF | 228 127 CHF | 99,36% | 99,36% |
13/11/2024 | 1,10% | 0,90 CHF | 0,91 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 675 896 CHF | 227 799 CHF | 99,37% | 99,37% |
12/11/2024 | 1,06% | 0,92 CHF | 0,93 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 701 678 CHF | 236 393 CHF | 99,37% | 99,37% |
11/11/2024 | 1,01% | 0,98 CHF | 0,99 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 735 883 CHF | 247 794 CHF | 99,37% | 99,37% |
08/11/2024 | 1,07% | 0,95 CHF | 0,96 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 699 446 CHF | 235 649 CHF | 99,37% | 99,37% |
07/11/2024 | 1,04% | 0,95 CHF | 0,96 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 719 522 CHF | 242 341 CHF | 98,36% | 98,36% |