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 | 1,03% | 0,97 CHF | 0,98 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 289 181 CHF | 97 394 CHF | 99,37% | 99,37% |
19/11/2024 | 1,05% | 0,98 CHF | 0,99 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 285 379 CHF | 96 126 CHF | 99,37% | 99,37% |
18/11/2024 | 1,09% | 0,94 CHF | 0,95 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 272 978 CHF | 91 993 CHF | 99,38% | 99,38% |
15/11/2024 | 1,14% | 0,84 CHF | 0,85 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 262 066 CHF | 88 355 CHF | 99,36% | 99,36% |
14/11/2024 | 0,96% | 1,07 CHF | 1,08 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 309 559 CHF | 104 186 CHF | 99,37% | 99,37% |
13/11/2024 | 0,99% | 1,04 CHF | 1,05 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 302 509 CHF | 101 836 CHF | 99,38% | 99,38% |
12/11/2024 | 0,98% | 1,02 CHF | 1,03 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 304 195 CHF | 102 398 CHF | 99,15% | 99,15% |
11/11/2024 | 0,95% | 1,03 CHF | 1,04 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 314 010 CHF | 105 670 CHF | 99,38% | 99,38% |
08/11/2024 | 0,96% | 1,04 CHF | 1,05 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 310 023 CHF | 104 341 CHF | 99,37% | 99,37% |
07/11/2024 | 1,01% | 0,99 CHF | 1,00 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 295 953 CHF | 99 651 CHF | 98,58% | 98,58% |