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 | 1,07% | 0,90 CHF | 0,91 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 231 682 CHF | 93 673 CHF | 99,17% | 99,17% |
19/11/2024 | 1,10% | 0,91 CHF | 0,92 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 226 162 CHF | 91 465 CHF | 99,17% | 99,17% |
18/11/2024 | 1,05% | 0,93 CHF | 0,94 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 237 444 CHF | 95 978 CHF | 99,23% | 99,23% |
15/11/2024 | 1,02% | 0,97 CHF | 0,98 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 242 681 CHF | 98 072 CHF | 99,17% | 99,17% |
14/11/2024 | 1,09% | 0,90 CHF | 0,91 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 228 504 CHF | 92 402 CHF | 99,16% | 99,16% |
13/11/2024 | 1,12% | 0,89 CHF | 0,90 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 222 824 CHF | 90 130 CHF | 99,17% | 99,17% |
12/11/2024 | 1,04% | 0,90 CHF | 0,91 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 239 165 CHF | 96 666 CHF | 99,17% | 99,17% |
11/11/2024 | 1,00% | 1,00 CHF | 1,01 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 249 032 CHF | 100 613 CHF | 99,17% | 99,17% |
08/11/2024 | 1,05% | 0,96 CHF | 0,97 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 235 781 CHF | 95 312 CHF | 99,17% | 99,17% |
07/11/2024 | 1,11% | 0,91 CHF | 0,92 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 224 114 CHF | 90 645 CHF | 98,00% | 98,00% |