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% | 1,07 CHF | 1,08 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 310 807 CHF | 104 602 CHF | 99,37% | 99,37% |
19/11/2024 | 0,97% | 1,10 CHF | 1,11 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 307 353 CHF | 103 451 CHF | 96,92% | 96,92% |
18/11/2024 | 1,05% | 0,94 CHF | 0,95 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 282 973 CHF | 95 324 CHF | 95,39% | 95,39% |
15/11/2024 | 1,06% | 0,93 CHF | 0,94 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 282 099 CHF | 95 033 CHF | 99,38% | 99,38% |
14/11/2024 | 0,99% | 0,99 CHF | 1,00 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 302 106 CHF | 101 702 CHF | 99,37% | 99,37% |
13/11/2024 | 1,02% | 0,98 CHF | 0,99 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 293 387 CHF | 98 796 CHF | 92,31% | 92,31% |
12/11/2024 | 1,06% | 0,97 CHF | 0,98 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 280 515 CHF | 94 505 CHF | 96,96% | 96,96% |
11/11/2024 | 1,03% | 0,93 CHF | 0,94 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 289 465 CHF | 97 488 CHF | 97,55% | 97,55% |
08/11/2024 | 1,09% | 0,97 CHF | 0,98 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 273 209 CHF | 92 070 CHF | 93,15% | 93,15% |
07/11/2024 | 1,13% | 0,90 CHF | 0,91 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 264 340 CHF | 89 113 CHF | 98,67% | 98,67% |