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 | 0,91% | 1,11 CHF | 1,12 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 491 119 CHF | 165 206 CHF | 99,35% | 99,35% |
19/11/2024 | 0,89% | 1,09 CHF | 1,10 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 505 017 CHF | 169 839 CHF | 96,38% | 96,38% |
18/11/2024 | 0,90% | 1,15 CHF | 1,16 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 495 412 CHF | 166 637 CHF | 97,40% | 97,40% |
15/11/2024 | 0,98% | 1,06 CHF | 1,07 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 457 418 CHF | 153 973 CHF | 96,13% | 96,13% |
14/11/2024 | 0,96% | 1,04 CHF | 1,05 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 464 668 CHF | 156 389 CHF | 99,89% | 99,89% |
13/11/2024 | 1,00% | 1,01 CHF | 1,02 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 448 467 CHF | 150 989 CHF | 98,72% | 98,72% |
12/11/2024 | 0,99% | 0,96 CHF | 0,97 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 451 050 CHF | 151 850 CHF | 99,36% | 99,36% |
11/11/2024 | 0,98% | 1,03 CHF | 1,04 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 458 593 CHF | 154 364 CHF | 98,30% | 98,30% |
08/11/2024 | 1,01% | 1,03 CHF | 1,04 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 441 726 CHF | 148 742 CHF | 98,16% | 98,16% |
07/11/2024 | 0,98% | 0,98 CHF | 0,99 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 455 037 CHF | 153 179 CHF | 98,63% | 98,63% |