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 | 0,94% | 1,01 CHF | 1,02 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 477 950 CHF | 160 817 CHF | 99,38% | 99,38% |
19/11/2024 | 1,02% | 0,98 CHF | 0,99 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 440 670 CHF | 148 390 CHF | 99,37% | 99,37% |
18/11/2024 | 0,99% | 0,99 CHF | 1,00 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 452 358 CHF | 152 286 CHF | 99,38% | 99,38% |
15/11/2024 | 0,97% | 1,01 CHF | 1,02 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 461 513 CHF | 155 338 CHF | 99,36% | 99,36% |
14/11/2024 | 0,92% | 1,09 CHF | 1,10 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 485 629 CHF | 163 376 CHF | 99,38% | 99,38% |
13/11/2024 | 0,95% | 1,06 CHF | 1,07 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 473 933 CHF | 159 478 CHF | 99,37% | 99,37% |
12/11/2024 | 0,95% | 1,04 CHF | 1,05 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 470 523 CHF | 158 341 CHF | 99,15% | 99,15% |
11/11/2024 | 0,90% | 1,07 CHF | 1,08 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 495 874 CHF | 166 791 CHF | 99,38% | 99,38% |
08/11/2024 | 0,96% | 1,04 CHF | 1,05 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 465 986 CHF | 156 829 CHF | 99,37% | 99,37% |
07/11/2024 | 0,96% | 1,02 CHF | 1,03 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 466 007 CHF | 156 836 CHF | 98,58% | 98,58% |