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 | 1,22% | 0,80 CHF | 0,81 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 163 139 CHF | 165 139 CHF | 99,81% | 99,81% |
19/11/2024 | 1,39% | 0,74 CHF | 0,75 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 143 600 CHF | 145 600 CHF | 99,72% | 99,72% |
18/11/2024 | 1,26% | 0,79 CHF | 0,80 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 157 924 CHF | 159 924 CHF | 99,71% | 99,71% |
15/11/2024 | 1,12% | 0,84 CHF | 0,85 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 177 051 CHF | 179 051 CHF | 99,81% | 99,81% |
14/11/2024 | 1,08% | 0,95 CHF | 0,96 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 184 573 CHF | 186 573 CHF | 99,81% | 99,81% |
13/11/2024 | 1,12% | 0,87 CHF | 0,88 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 177 874 CHF | 179 874 CHF | 99,81% | 99,81% |
12/11/2024 | 1,01% | 0,90 CHF | 0,91 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 196 673 CHF | 198 673 CHF | 99,51% | 99,51% |
11/11/2024 | 0,94% | 1,06 CHF | 1,07 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 211 105 CHF | 213 105 CHF | 99,72% | 99,72% |
08/11/2024 | 1,00% | 1,00 CHF | 1,01 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 198 708 CHF | 200 708 CHF | 99,81% | 99,81% |
07/11/2024 | 0,95% | 1,06 CHF | 1,07 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 210 204 CHF | 212 204 CHF | 95,70% | 95,70% |