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 | 1,58% | 0,55 CHF | 0,56 CHF | 300 000 | 100 000 | 299 658 | 99 886 | 189 093 CHF | 64 030 CHF | 98,16% | 98,16% |
19/11/2024 | 1,84% | 0,56 CHF | 0,57 CHF | 300 000 | 100 000 | 298 179 | 99 393 | 161 590 CHF | 54 857 CHF | 96,41% | 96,41% |
18/11/2024 | 1,47% | 0,71 CHF | 0,72 CHF | 225 000 | 75 000 | 289 793 | 96 598 | 196 249 CHF | 66 382 CHF | 96,74% | 96,74% |
15/11/2024 | 1,25% | 0,73 CHF | 0,74 CHF | 300 000 | 100 000 | 228 229 | 76 076 | 181 395 CHF | 61 226 CHF | 95,87% | 95,87% |
14/11/2024 | 1,27% | 0,87 CHF | 0,88 CHF | 225 000 | 75 000 | 235 253 | 78 418 | 184 618 CHF | 62 324 CHF | 98,74% | 98,74% |
13/11/2024 | 1,74% | 0,55 CHF | 0,56 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 171 856 CHF | 58 285 CHF | 98,98% | 98,98% |
12/11/2024 | 1,29% | 0,60 CHF | 0,61 CHF | 300 000 | 100 000 | 236 942 | 78 981 | 181 829 CHF | 61 400 CHF | 98,56% | 98,56% |
11/11/2024 | 1,01% | 0,97 CHF | 0,98 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 220 910 CHF | 74 387 CHF | 97,85% | 97,85% |
08/11/2024 | 1,19% | 0,79 CHF | 0,80 CHF | 225 000 | 75 000 | 227 330 | 75 777 | 190 231 CHF | 64 168 CHF | 98,77% | 98,77% |
07/11/2024 | 1,05% | 0,99 CHF | 1,00 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 213 011 CHF | 71 754 CHF | 98,18% | 98,18% |