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% | 0,93 CHF | 0,94 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 276 233 CHF | 93 078 CHF | 99,38% | 99,38% |
19/11/2024 | 1,10% | 0,93 CHF | 0,94 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 270 937 CHF | 91 312 CHF | 99,37% | 99,37% |
18/11/2024 | 1,16% | 0,88 CHF | 0,89 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 256 717 CHF | 86 572 CHF | 99,38% | 99,38% |
15/11/2024 | 1,21% | 0,79 CHF | 0,80 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 247 002 CHF | 83 334 CHF | 99,36% | 99,36% |
14/11/2024 | 1,01% | 1,03 CHF | 1,04 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 296 408 CHF | 99 803 CHF | 99,38% | 99,38% |
13/11/2024 | 1,04% | 1,00 CHF | 1,01 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 287 306 CHF | 96 769 CHF | 99,38% | 99,38% |
12/11/2024 | 1,03% | 0,97 CHF | 0,98 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 289 749 CHF | 97 583 CHF | 99,15% | 99,15% |
11/11/2024 | 0,99% | 0,99 CHF | 1,00 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 300 574 CHF | 101 191 CHF | 99,37% | 99,37% |
08/11/2024 | 1,01% | 0,99 CHF | 1,00 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 295 263 CHF | 99 421 CHF | 99,37% | 99,37% |
07/11/2024 | 1,07% | 0,94 CHF | 0,95 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 280 135 CHF | 94 378 CHF | 98,58% | 98,58% |