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 | 0,99% | 0,99 CHF | 1,00 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 757 251 CHF | 254 917 CHF | 99,37% | 99,37% |
19/11/2024 | 1,02% | 0,98 CHF | 0,99 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 734 259 CHF | 247 253 CHF | 99,37% | 99,37% |
18/11/2024 | 1,04% | 0,98 CHF | 0,99 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 720 843 CHF | 242 781 CHF | 99,26% | 99,26% |
15/11/2024 | 1,09% | 0,93 CHF | 0,94 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 687 240 CHF | 231 580 CHF | 99,38% | 99,38% |
14/11/2024 | 1,14% | 0,90 CHF | 0,91 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 654 480 CHF | 220 660 CHF | 99,37% | 99,37% |
13/11/2024 | 1,14% | 0,87 CHF | 0,88 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 654 274 CHF | 220 591 CHF | 99,37% | 99,37% |
12/11/2024 | 1,10% | 0,89 CHF | 0,90 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 678 453 CHF | 228 651 CHF | 99,38% | 99,38% |
11/11/2024 | 1,05% | 0,95 CHF | 0,96 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 708 337 CHF | 238 612 CHF | 99,37% | 99,37% |
08/11/2024 | 1,10% | 0,92 CHF | 0,93 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 676 102 CHF | 227 868 CHF | 99,37% | 99,37% |
07/11/2024 | 1,07% | 0,91 CHF | 0,92 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 698 021 CHF | 235 174 CHF | 98,37% | 98,37% |