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% | 0,91 CHF | 0,92 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 203 278 CHF | 68 509 CHF | 13,98% | 93,18% |
19/11/2024 | 1,12% | 0,95 CHF | 0,92 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 199 595 CHF | 67 282 CHF | 69,69% | 88,72% |
18/11/2024 | 1,15% | 0,90 CHF | 0,91 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 194 205 CHF | 65 485 CHF | 97,55% | 97,55% |
15/11/2024 | 1,13% | 0,80 CHF | 0,81 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 198 108 CHF | 66 786 CHF | 55,73% | 96,44% |
14/11/2024 | - | 0,94 CHF | - CHF | 225 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 99,27% |
13/11/2024 | - | 1,07 CHF | - CHF | 225 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 99,23% |
12/11/2024 | - | 1,09 CHF | - CHF | 225 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 99,28% |
11/11/2024 | - | 1,08 CHF | - CHF | 225 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 99,15% |
08/11/2024 | - | 1,04 CHF | - CHF | 225 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 99,23% |
07/11/2024 | 1,02% | 1,05 CHF | 0,99 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 292 367 CHF | 98 456 CHF | 10,15% | 98,51% |