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 | 1,10% | 0,88 CHF | 0,89 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 675 500 CHF | 227 667 CHF | 99,38% | 99,38% |
19/11/2024 | 1,16% | 0,85 CHF | 0,86 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 640 496 CHF | 215 999 CHF | 99,37% | 99,37% |
18/11/2024 | 1,16% | 0,87 CHF | 0,88 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 641 673 CHF | 216 391 CHF | 99,26% | 99,26% |
15/11/2024 | 1,22% | 0,83 CHF | 0,84 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 608 794 CHF | 205 431 CHF | 99,38% | 99,38% |
14/11/2024 | 1,29% | 0,80 CHF | 0,81 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 578 797 CHF | 195 432 CHF | 99,37% | 99,37% |
13/11/2024 | 1,29% | 0,77 CHF | 0,78 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 578 113 CHF | 195 204 CHF | 99,37% | 99,37% |
12/11/2024 | 1,24% | 0,79 CHF | 0,80 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 601 918 CHF | 203 139 CHF | 99,38% | 99,38% |
11/11/2024 | 1,18% | 0,85 CHF | 0,86 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 634 266 CHF | 213 922 CHF | 99,37% | 99,37% |
08/11/2024 | 1,24% | 0,82 CHF | 0,83 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 599 629 CHF | 202 376 CHF | 99,37% | 99,37% |
07/11/2024 | 1,21% | 0,81 CHF | 0,82 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 618 317 CHF | 208 606 CHF | 98,37% | 98,37% |