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 | 0,98% | 1,00 CHF | 1,01 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 458 574 CHF | 154 358 CHF | 98,27% | 98,27% |
19/11/2024 | 0,99% | 1,00 CHF | 1,01 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 450 384 CHF | 151 628 CHF | 96,04% | 96,04% |
18/11/2024 | 0,98% | 1,02 CHF | 1,03 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 456 331 CHF | 153 610 CHF | 97,67% | 97,67% |
15/11/2024 | 0,97% | 1,02 CHF | 1,03 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 462 936 CHF | 155 812 CHF | 95,90% | 95,90% |
14/11/2024 | 0,85% | 1,12 CHF | 1,13 CHF | 450 000 | 150 000 | 408 540 | 136 180 | 476 522 CHF | 160 203 CHF | 99,25% | 99,25% |
13/11/2024 | 0,86% | 1,23 CHF | 1,24 CHF | 300 000 | 100 000 | 420 573 | 140 191 | 484 395 CHF | 162 867 CHF | 98,76% | 98,76% |
12/11/2024 | 0,84% | 1,13 CHF | 1,14 CHF | 450 000 | 150 000 | 336 757 | 112 252 | 398 296 CHF | 133 888 CHF | 99,36% | 99,36% |
11/11/2024 | 0,81% | 1,18 CHF | 1,19 CHF | 450 000 | 150 000 | 300 887 | 100 296 | 370 783 CHF | 124 597 CHF | 96,31% | 96,31% |
08/11/2024 | 0,94% | 1,16 CHF | 1,17 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 475 547 CHF | 160 016 CHF | 96,75% | 96,75% |
07/11/2024 | 0,90% | 1,04 CHF | 1,05 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 495 767 CHF | 166 756 CHF | 98,64% | 98,64% |