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 | 1,03% | 0,89 CHF | 0,90 CHF | 450 000 | 150 000 | 344 785 | 114 928 | 332 084 CHF | 111 844 CHF | 90,34% | 90,34% |
19/11/2024 | 1,05% | 0,97 CHF | 0,98 CHF | 300 000 | 100 000 | 398 177 | 132 726 | 377 375 CHF | 127 119 CHF | 95,49% | 95,49% |
18/11/2024 | 0,98% | 1,04 CHF | 1,05 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 304 998 CHF | 102 666 CHF | 94,34% | 94,34% |
15/11/2024 | 1,06% | 0,92 CHF | 0,93 CHF | 300 000 | 100 000 | 303 504 | 101 168 | 283 872 CHF | 95 636 CHF | 94,66% | 94,66% |
14/11/2024 | 1,09% | 0,94 CHF | 0,95 CHF | 450 000 | 150 000 | 449 001 | 149 667 | 410 816 CHF | 138 435 CHF | 97,41% | 97,41% |
13/11/2024 | 1,11% | 0,87 CHF | 0,88 CHF | 450 000 | 150 000 | 449 848 | 149 949 | 404 324 CHF | 136 274 CHF | 96,77% | 96,77% |
12/11/2024 | 1,04% | 0,88 CHF | 0,89 CHF | 450 000 | 150 000 | 356 811 | 118 937 | 340 186 CHF | 114 585 CHF | 93,20% | 93,20% |
11/11/2024 | 1,00% | 1,02 CHF | 1,03 CHF | 300 000 | 100 000 | 322 198 | 107 399 | 321 163 CHF | 108 128 CHF | 95,50% | 95,50% |
08/11/2024 | 1,04% | 0,94 CHF | 0,95 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 430 111 CHF | 144 870 CHF | 98,15% | 98,15% |
07/11/2024 | 0,96% | 1,01 CHF | 1,02 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 310 881 CHF | 104 627 CHF | 97,69% | 97,69% |