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 | 1,02% | 0,96 CHF | 0,97 CHF | 500 000 | 150 000 | 500 000 | 150 000 | 487 725 CHF | 147 817 CHF | 99,37% | 99,37% |
19/11/2024 | 1,06% | 0,93 CHF | 0,94 CHF | 500 000 | 150 000 | 500 000 | 150 000 | 467 934 CHF | 141 880 CHF | 99,38% | 99,38% |
18/11/2024 | 1,05% | 0,95 CHF | 0,96 CHF | 500 000 | 150 000 | 500 000 | 150 000 | 472 756 CHF | 143 327 CHF | 99,25% | 99,25% |
15/11/2024 | 1,11% | 0,92 CHF | 0,93 CHF | 500 000 | 150 000 | 500 000 | 150 000 | 448 922 CHF | 136 177 CHF | 99,37% | 99,37% |
14/11/2024 | 1,10% | 0,95 CHF | 0,96 CHF | 500 000 | 150 000 | 500 000 | 150 000 | 450 408 CHF | 136 622 CHF | 99,36% | 99,36% |
13/11/2024 | 1,05% | 0,95 CHF | 0,96 CHF | 500 000 | 150 000 | 500 000 | 150 000 | 475 537 CHF | 144 161 CHF | 99,37% | 99,37% |
12/11/2024 | 1,07% | 0,90 CHF | 0,91 CHF | 500 000 | 150 000 | 500 000 | 150 000 | 464 696 CHF | 140 909 CHF | 99,38% | 99,38% |
11/11/2024 | 1,01% | 0,98 CHF | 0,99 CHF | 500 000 | 150 000 | 500 000 | 150 000 | 491 868 CHF | 149 060 CHF | 99,38% | 99,38% |
08/11/2024 | 1,02% | 0,97 CHF | 0,98 CHF | 500 000 | 150 000 | 500 000 | 150 000 | 485 652 CHF | 147 196 CHF | 99,38% | 99,38% |
07/11/2024 | 0,99% | 0,99 CHF | 1,00 CHF | 500 000 | 150 000 | 500 000 | 150 000 | 502 872 CHF | 152 362 CHF | 98,38% | 98,38% |