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% | 0,96 CHF | 0,97 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 433 771 CHF | 146 090 CHF | 97,59% | 97,59% |
19/11/2024 | 1,05% | 0,94 CHF | 0,95 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 424 360 CHF | 142 953 CHF | 96,57% | 96,57% |
18/11/2024 | 1,04% | 0,95 CHF | 0,96 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 430 896 CHF | 145 132 CHF | 97,21% | 97,21% |
15/11/2024 | 1,03% | 0,96 CHF | 0,97 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 434 173 CHF | 146 224 CHF | 95,10% | 95,10% |
14/11/2024 | 0,91% | 1,05 CHF | 1,06 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 493 514 CHF | 166 005 CHF | 99,05% | 99,05% |
13/11/2024 | 0,92% | 1,15 CHF | 1,16 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 487 834 CHF | 164 111 CHF | 99,05% | 99,05% |
12/11/2024 | 0,90% | 1,06 CHF | 1,07 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 499 973 CHF | 168 158 CHF | 99,37% | 99,37% |
11/11/2024 | 0,86% | 1,10 CHF | 1,11 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 519 917 CHF | 174 806 CHF | 96,30% | 96,30% |
08/11/2024 | 1,01% | 1,09 CHF | 1,10 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 444 675 CHF | 149 725 CHF | 96,75% | 96,75% |
07/11/2024 | 0,97% | 0,98 CHF | 0,99 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 463 422 CHF | 155 974 CHF | 98,62% | 98,62% |