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 | 0,96% | 1,04 CHF | 1,05 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 464 199 CHF | 156 233 CHF | 98,95% | 98,95% |
19/11/2024 | 0,95% | 1,04 CHF | 1,05 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 474 055 CHF | 159 518 CHF | 90,20% | 90,20% |
18/11/2024 | 1,03% | 0,97 CHF | 0,98 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 433 506 CHF | 146 002 CHF | 97,17% | 97,17% |
15/11/2024 | 1,07% | 0,94 CHF | 0,95 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 419 774 CHF | 141 425 CHF | 98,33% | 98,33% |
14/11/2024 | 1,06% | 0,90 CHF | 0,91 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 423 925 CHF | 142 808 CHF | 98,90% | 98,90% |
13/11/2024 | 1,02% | 1,01 CHF | 1,02 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 441 502 CHF | 148 667 CHF | 96,40% | 96,40% |
12/11/2024 | 1,14% | 0,89 CHF | 0,90 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 393 867 CHF | 132 789 CHF | 94,04% | 94,04% |
11/11/2024 | 1,01% | 0,96 CHF | 0,97 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 442 381 CHF | 148 960 CHF | 97,90% | 97,90% |
08/11/2024 | 0,92% | 1,09 CHF | 1,10 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 487 283 CHF | 163 928 CHF | 93,09% | 93,09% |
07/11/2024 | 0,94% | 1,07 CHF | 1,08 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 476 710 CHF | 160 404 CHF | 98,18% | 98,18% |