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 | 0,97% | 1,00 CHF | 1,00 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 309 399 CHF | 104 133 CHF | 99,36% | 99,36% |
19/11/2024 | 1,02% | 1,00 CHF | 1,01 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 294 302 CHF | 99 101 CHF | 99,38% | 99,38% |
18/11/2024 | 0,97% | 1,05 CHF | 1,06 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 306 708 CHF | 103 236 CHF | 96,52% | 96,52% |
15/11/2024 | 1,02% | 0,98 CHF | 0,99 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 292 924 CHF | 98 641 CHF | 99,38% | 99,38% |
14/11/2024 | 1,08% | 0,95 CHF | 0,96 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 276 076 CHF | 93 026 CHF | 99,37% | 99,37% |
13/11/2024 | 1,14% | 0,87 CHF | 0,88 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 261 709 CHF | 88 236 CHF | 96,85% | 96,85% |
12/11/2024 | 1,06% | 0,86 CHF | 0,87 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 282 317 CHF | 95 106 CHF | 96,90% | 96,90% |
11/11/2024 | 0,94% | 1,05 CHF | 1,06 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 316 558 CHF | 106 519 CHF | 99,25% | 99,25% |
08/11/2024 | 0,98% | 1,00 CHF | 1,00 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 304 511 CHF | 102 504 CHF | 99,28% | 99,28% |
07/11/2024 | 0,94% | 1,05 CHF | 1,06 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 316 970 CHF | 106 657 CHF | 98,68% | 98,68% |