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 | 1,12% | 0,83 CHF | 0,84 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 222 841 CHF | 90 136 CHF | 99,38% | 99,38% |
19/11/2024 | 1,16% | 0,87 CHF | 0,88 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 214 732 CHF | 86 893 CHF | 99,38% | 99,38% |
18/11/2024 | 1,13% | 0,89 CHF | 0,90 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 220 591 CHF | 89 236 CHF | 99,38% | 99,38% |
15/11/2024 | 1,05% | 0,94 CHF | 0,95 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 237 655 CHF | 96 062 CHF | 99,37% | 99,37% |
14/11/2024 | 1,04% | 0,99 CHF | 1,00 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 239 810 CHF | 96 924 CHF | 99,38% | 99,38% |
13/11/2024 | 1,10% | 0,95 CHF | 0,96 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 225 915 CHF | 91 366 CHF | 99,38% | 99,38% |
12/11/2024 | 1,03% | 0,89 CHF | 0,90 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 242 870 CHF | 98 148 CHF | 99,11% | 99,11% |
11/11/2024 | 0,97% | 1,02 CHF | 1,03 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 256 216 CHF | 103 487 CHF | 99,38% | 99,38% |
08/11/2024 | 1,03% | 0,97 CHF | 0,98 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 242 374 CHF | 97 950 CHF | 99,38% | 99,38% |
07/11/2024 | 1,03% | 0,99 CHF | 1,00 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 242 039 CHF | 97 816 CHF | 98,69% | 98,69% |