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 | 1,24% | 0,77 CHF | 0,78 CHF | 300 000 | 100 000 | 296 729 | 99 265 | 240 689 CHF | 81 519 CHF | 100,00% | 100,00% |
19/11/2024 | 1,31% | 0,76 CHF | 0,77 CHF | 278 000 | 100 000 | 275 152 | 99 245 | 211 136 CHF | 77 157 CHF | 100,00% | 100,00% |
18/11/2024 | 1,21% | 0,85 CHF | 0,86 CHF | 278 000 | 100 000 | 276 197 | 99 249 | 229 608 CHF | 83 500 CHF | 100,00% | 100,00% |
15/11/2024 | 1,13% | 0,83 CHF | 0,84 CHF | 245 000 | 100 000 | 244 012 | 100 000 | 214 109 CHF | 88 748 CHF | 83,26% | 83,26% |
14/11/2024 | 1,08% | 0,98 CHF | 0,99 CHF | 256 000 | 100 000 | 254 751 | 99 227 | 237 047 CHF | 93 339 CHF | 100,00% | 100,00% |
13/11/2024 | 1,13% | 0,90 CHF | 0,91 CHF | 256 000 | 100 000 | 254 131 | 99 221 | 226 358 CHF | 89 372 CHF | 99,22% | 99,22% |
12/11/2024 | 1,01% | 0,91 CHF | 0,92 CHF | 218 000 | 100 000 | 214 219 | 99 180 | 212 719 CHF | 99 484 CHF | 100,00% | 100,00% |
11/11/2024 | 0,90% | 1,11 CHF | 1,12 CHF | 231 000 | 100 000 | 228 821 | 99 200 | 254 856 CHF | 111 482 CHF | 100,00% | 100,00% |
08/11/2024 | 0,97% | 1,01 CHF | 1,02 CHF | 212 000 | 100 000 | 209 838 | 99 177 | 217 753 CHF | 103 917 CHF | 100,00% | 100,00% |
07/11/2024 | 0,87% | 1,14 CHF | 1,15 CHF | 222 000 | 100 000 | 219 437 | 99 185 | 252 512 CHF | 115 133 CHF | 100,00% | 100,00% |