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 | 1,01% | 0,88 CHF | 0,89 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 221 557 CHF | 74 602 CHF | 97,98% | 97,98% |
19/11/2024 | 1,14% | 0,89 CHF | 0,90 CHF | 225 000 | 75 000 | 226 226 | 75 409 | 198 413 CHF | 66 892 CHF | 96,48% | 96,48% |
18/11/2024 | 0,96% | 1,07 CHF | 1,08 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 233 908 CHF | 78 719 CHF | 96,59% | 96,59% |
15/11/2024 | 0,85% | 1,10 CHF | 1,11 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 263 551 CHF | 88 600 CHF | 96,11% | 96,11% |
14/11/2024 | 0,86% | 1,25 CHF | 1,26 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 261 406 CHF | 87 886 CHF | 98,64% | 98,64% |
13/11/2024 | 1,10% | 0,88 CHF | 0,89 CHF | 225 000 | 75 000 | 225 020 | 75 007 | 203 327 CHF | 68 526 CHF | 98,98% | 98,98% |
12/11/2024 | 0,88% | 0,94 CHF | 0,95 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 257 026 CHF | 86 425 CHF | 98,57% | 98,57% |
11/11/2024 | 0,72% | 1,36 CHF | 1,37 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 310 268 CHF | 104 173 CHF | 97,85% | 97,85% |
08/11/2024 | 0,82% | 1,16 CHF | 1,17 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 272 795 CHF | 91 682 CHF | 98,78% | 98,78% |
07/11/2024 | 0,75% | 1,38 CHF | 1,39 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 299 617 CHF | 100 622 CHF | 98,22% | 98,22% |