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 | 0,97% | 1,02 CHF | 1,03 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 306 350 CHF | 103 117 CHF | 99,38% | 99,38% |
19/11/2024 | 0,98% | 1,04 CHF | 1,05 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 303 551 CHF | 102 184 CHF | 99,37% | 99,37% |
18/11/2024 | 1,02% | 1,00 CHF | 1,01 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 291 562 CHF | 98 187 CHF | 99,38% | 99,38% |
15/11/2024 | 1,07% | 0,91 CHF | 0,92 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 280 056 CHF | 94 352 CHF | 99,36% | 99,36% |
14/11/2024 | 0,92% | 1,12 CHF | 1,13 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 326 314 CHF | 109 771 CHF | 99,37% | 99,37% |
13/11/2024 | 0,93% | 1,10 CHF | 1,11 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 319 716 CHF | 107 572 CHF | 99,38% | 99,38% |
12/11/2024 | 0,93% | 1,08 CHF | 1,09 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 320 909 CHF | 107 970 CHF | 99,13% | 99,13% |
11/11/2024 | 0,90% | 1,09 CHF | 1,10 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 330 680 CHF | 111 227 CHF | 99,37% | 99,37% |
08/11/2024 | 0,92% | 1,09 CHF | 1,10 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 325 544 CHF | 109 515 CHF | 99,37% | 99,37% |
07/11/2024 | 0,96% | 1,04 CHF | 1,05 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 312 519 CHF | 105 173 CHF | 98,58% | 98,58% |