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 | 1,07% | 0,89 CHF | 0,90 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 278 121 CHF | 93 707 CHF | 99,38% | 99,38% |
19/11/2024 | 1,10% | 0,89 CHF | 0,90 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 272 463 CHF | 91 821 CHF | 98,25% | 98,25% |
18/11/2024 | 1,09% | 0,92 CHF | 0,93 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 274 427 CHF | 92 476 CHF | 97,57% | 97,57% |
15/11/2024 | 1,06% | 0,92 CHF | 0,93 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 281 381 CHF | 94 794 CHF | 99,38% | 99,38% |
14/11/2024 | 0,90% | 1,05 CHF | 1,06 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 333 416 CHF | 112 139 CHF | 99,37% | 99,37% |
13/11/2024 | 0,91% | 1,17 CHF | 1,18 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 328 295 CHF | 110 432 CHF | 96,85% | 96,85% |
12/11/2024 | 0,89% | 1,05 CHF | 1,06 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 335 233 CHF | 112 744 CHF | 96,78% | 96,78% |
11/11/2024 | 0,85% | 1,12 CHF | 1,13 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 352 473 CHF | 118 491 CHF | 99,34% | 99,34% |
08/11/2024 | 1,02% | 1,10 CHF | 1,11 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 293 602 CHF | 98 867 CHF | 96,75% | 96,75% |
07/11/2024 | 0,97% | 0,96 CHF | 0,97 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 308 769 CHF | 103 923 CHF | 97,66% | 97,66% |