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% | 0,87 CHF | 0,88 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 270 994 CHF | 91 331 CHF | 99,37% | 99,37% |
19/11/2024 | 1,10% | 0,83 CHF | 0,84 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 273 249 CHF | 92 083 CHF | 96,92% | 96,92% |
18/11/2024 | 0,99% | 1,00 CHF | 1,01 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 300 440 CHF | 101 147 CHF | 95,33% | 95,33% |
15/11/2024 | 0,99% | 1,02 CHF | 1,03 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 303 032 CHF | 102 011 CHF | 99,38% | 99,38% |
14/11/2024 | 1,05% | 0,96 CHF | 0,97 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 283 841 CHF | 95 614 CHF | 99,37% | 99,37% |
13/11/2024 | 1,04% | 0,96 CHF | 0,97 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 288 245 CHF | 97 082 CHF | 92,30% | 92,30% |
12/11/2024 | 0,99% | 0,97 CHF | 0,98 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 300 718 CHF | 101 239 CHF | 96,96% | 96,96% |
11/11/2024 | 1,03% | 1,00 CHF | 1,01 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 290 398 CHF | 97 799 CHF | 97,56% | 97,56% |
08/11/2024 | 0,98% | 0,96 CHF | 0,97 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 303 235 CHF | 102 078 CHF | 93,15% | 93,15% |
07/11/2024 | 0,95% | 1,02 CHF | 1,03 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 313 862 CHF | 105 621 CHF | 98,70% | 98,70% |