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 | 1,27% | 0,77 CHF | 0,78 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 469 070 CHF | 158 357 CHF | 98,91% | 98,91% |
19/11/2024 | 1,16% | 0,80 CHF | 0,81 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 516 807 CHF | 174 269 CHF | 90,32% | 90,32% |
18/11/2024 | 0,98% | 1,02 CHF | 1,03 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 610 611 CHF | 205 537 CHF | 97,06% | 97,06% |
15/11/2024 | 0,95% | 1,04 CHF | 1,05 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 627 070 CHF | 211 023 CHF | 98,92% | 98,92% |
14/11/2024 | 0,93% | 1,07 CHF | 1,08 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 644 059 CHF | 216 686 CHF | 98,93% | 98,93% |
13/11/2024 | 0,94% | 1,07 CHF | 1,08 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 636 150 CHF | 214 050 CHF | 96,52% | 96,52% |
12/11/2024 | 0,95% | 1,06 CHF | 1,07 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 627 341 CHF | 211 114 CHF | 96,44% | 96,44% |
11/11/2024 | 0,97% | 1,04 CHF | 1,05 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 614 573 CHF | 206 858 CHF | 98,85% | 98,85% |
08/11/2024 | 0,99% | 1,01 CHF | 1,02 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 600 245 CHF | 202 082 CHF | 98,89% | 98,89% |
07/11/2024 | 1,04% | 0,97 CHF | 0,98 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 575 151 CHF | 193 717 CHF | 98,22% | 98,22% |