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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | - | 1,20 CHF | - CHF | 225 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 94,08% |
22/11/2024 | 1,08% | 1,02 CHF | 1,03 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 277 020 CHF | 93 340 CHF | 96,90% | 96,90% |
20/11/2024 | 1,11% | 0,88 CHF | 0,89 CHF | 300 000 | 100 000 | 274 942 | 91 647 | 245 328 CHF | 82 693 CHF | 98,92% | 98,92% |
19/11/2024 | 1,18% | 0,82 CHF | 0,83 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 253 627 CHF | 85 542 CHF | 96,67% | 96,67% |
18/11/2024 | 0,97% | 0,81 CHF | 0,82 CHF | 300 000 | 100 000 | 240 803 | 80 268 | 247 952 CHF | 83 453 CHF | 85,05% | 97,57% |
15/11/2024 | 0,91% | 1,18 CHF | 1,19 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 247 844 CHF | 83 365 CHF | 92,90% | 96,67% |
14/11/2024 | 0,93% | 1,13 CHF | 1,14 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 240 892 CHF | 81 048 CHF | 99,35% | 99,35% |
13/11/2024 | 0,94% | 1,05 CHF | 1,06 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 239 217 CHF | 80 489 CHF | 99,35% | 99,35% |
12/11/2024 | 0,93% | 1,13 CHF | 1,14 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 242 050 CHF | 81 433 CHF | 99,35% | 99,35% |
11/11/2024 | 0,88% | 1,14 CHF | 1,15 CHF | 225 000 | 75 000 | 224 933 | 74 898 | 254 996 CHF | 85 659 CHF | 99,33% | 99,33% |