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 | 1,05% | 0,97 CHF | 0,98 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 475 894 CHF | 480 894 CHF | 100,00% | 100,00% |
19/11/2024 | 1,02% | 0,97 CHF | 0,98 CHF | 500 000 | 500 000 | 498 706 | 498 706 | 486 816 CHF | 491 803 CHF | 100,00% | 100,00% |
18/11/2024 | 1,05% | 0,94 CHF | 0,95 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 472 501 CHF | 477 501 CHF | 100,00% | 100,00% |
15/11/2024 | 1,07% | 0,94 CHF | 0,95 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 464 252 CHF | 469 252 CHF | 100,00% | 100,00% |
14/11/2024 | 1,07% | 0,92 CHF | 0,93 CHF | 500 000 | 500 000 | 497 696 | 497 696 | 464 042 CHF | 469 019 CHF | 100,00% | 100,00% |
13/11/2024 | 1,03% | 0,97 CHF | 0,98 CHF | 500 000 | 500 000 | 498 844 | 498 844 | 484 176 CHF | 489 164 CHF | 100,00% | 100,00% |
12/11/2024 | 1,08% | 0,96 CHF | 0,97 CHF | 500 000 | 500 000 | 498 594 | 498 594 | 457 631 CHF | 462 617 CHF | 100,00% | 100,00% |
11/11/2024 | 1,14% | 0,87 CHF | 0,88 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 435 436 CHF | 440 436 CHF | 100,00% | 100,00% |
08/11/2024 | 1,10% | 0,91 CHF | 0,92 CHF | 500 000 | 500 000 | 498 881 | 498 881 | 450 322 CHF | 455 310 CHF | 100,00% | 100,00% |
07/11/2024 | 1,12% | 0,87 CHF | 0,88 CHF | 500 000 | 500 000 | 497 739 | 497 739 | 440 958 CHF | 445 936 CHF | 100,00% | 100,00% |