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 | 1,01% | 1,03 CHF | 1,04 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 295 889 CHF | 99 630 CHF | 99,35% | 99,35% |
19/11/2024 | 0,96% | 1,00 CHF | 1,01 CHF | 300 000 | 100 000 | 165 207 | 85 111 | 169 824 CHF | 88 697 CHF | 98,83% | 98,83% |
18/11/2024 | 0,94% | 1,04 CHF | 1,05 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 79 491 CHF | 80 241 CHF | 97,61% | 97,61% |
15/11/2024 | 0,95% | 1,10 CHF | 1,11 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 78 514 CHF | 79 264 CHF | 99,36% | 99,36% |
14/11/2024 | 1,03% | 1,02 CHF | 1,03 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 72 769 CHF | 73 519 CHF | 99,36% | 99,36% |
13/11/2024 | 1,08% | 0,95 CHF | 0,96 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 69 296 CHF | 70 046 CHF | 94,84% | 94,84% |
12/11/2024 | 1,06% | 0,94 CHF | 0,95 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 70 272 CHF | 71 022 CHF | 94,17% | 94,17% |
11/11/2024 | 1,05% | 0,94 CHF | 0,95 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 71 346 CHF | 72 096 CHF | 98,53% | 98,53% |
08/11/2024 | 1,07% | 0,95 CHF | 0,96 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 69 424 CHF | 70 174 CHF | 90,79% | 90,79% |
07/11/2024 | 1,03% | 0,94 CHF | 0,95 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 72 762 CHF | 73 512 CHF | 98,65% | 98,65% |