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 | 1,08% | 0,87 CHF | 0,88 CHF | 450 000 | 100 000 | 450 000 | 100 000 | 415 345 CHF | 93 299 CHF | 99,17% | 99,17% |
19/11/2024 | 1,14% | 0,89 CHF | 0,90 CHF | 450 000 | 100 000 | 450 000 | 100 000 | 393 885 CHF | 88 530 CHF | 99,16% | 99,16% |
18/11/2024 | 1,14% | 0,89 CHF | 0,90 CHF | 450 000 | 100 000 | 450 000 | 100 000 | 392 544 CHF | 88 232 CHF | 99,23% | 99,23% |
15/11/2024 | 1,07% | 0,91 CHF | 0,92 CHF | 450 000 | 100 000 | 450 000 | 100 000 | 418 510 CHF | 94 002 CHF | 99,17% | 99,17% |
14/11/2024 | 1,04% | 0,98 CHF | 0,99 CHF | 450 000 | 100 000 | 450 000 | 100 000 | 431 736 CHF | 96 941 CHF | 99,16% | 99,16% |
13/11/2024 | 1,12% | 0,92 CHF | 0,93 CHF | 450 000 | 100 000 | 450 000 | 100 000 | 398 329 CHF | 89 518 CHF | 99,16% | 99,16% |
12/11/2024 | 1,06% | 0,91 CHF | 0,92 CHF | 450 000 | 100 000 | 450 000 | 100 000 | 424 110 CHF | 95 247 CHF | 99,16% | 99,16% |
11/11/2024 | 0,96% | 0,98 CHF | 0,99 CHF | 450 000 | 100 000 | 450 000 | 100 000 | 467 099 CHF | 104 800 CHF | 99,16% | 99,16% |
08/11/2024 | 1,03% | 0,99 CHF | 1,00 CHF | 450 000 | 100 000 | 450 000 | 100 000 | 435 446 CHF | 97 766 CHF | 99,17% | 99,17% |
07/11/2024 | 1,05% | 0,94 CHF | 0,95 CHF | 450 000 | 100 000 | 450 000 | 100 000 | 424 997 CHF | 95 444 CHF | 98,26% | 98,26% |