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 | 1,26% | 0,77 CHF | 0,78 CHF | 450 000 | 150 000 | 565 141 | 188 380 | 443 955 CHF | 149 869 CHF | 97,65% | 97,65% |
19/11/2024 | 1,22% | 0,82 CHF | 0,83 CHF | 450 000 | 150 000 | 524 798 | 174 933 | 426 674 CHF | 143 974 CHF | 94,75% | 94,75% |
18/11/2024 | 1,17% | 0,83 CHF | 0,84 CHF | 450 000 | 150 000 | 476 455 | 158 818 | 404 854 CHF | 136 539 CHF | 96,23% | 96,23% |
15/11/2024 | 1,18% | 0,89 CHF | 0,90 CHF | 450 000 | 150 000 | 532 434 | 177 478 | 448 771 CHF | 151 365 CHF | 96,43% | 96,43% |
14/11/2024 | 1,19% | 0,85 CHF | 0,86 CHF | 450 000 | 150 000 | 526 570 | 175 523 | 440 772 CHF | 148 679 CHF | 97,15% | 97,15% |
13/11/2024 | 1,17% | 0,84 CHF | 0,85 CHF | 600 000 | 200 000 | 565 759 | 188 586 | 481 232 CHF | 162 297 CHF | 97,82% | 97,82% |
12/11/2024 | 1,12% | 0,87 CHF | 0,88 CHF | 600 000 | 200 000 | 497 017 | 165 672 | 441 953 CHF | 148 974 CHF | 98,37% | 98,37% |
11/11/2024 | 1,09% | 0,91 CHF | 0,92 CHF | 450 000 | 150 000 | 516 535 | 172 178 | 468 996 CHF | 158 054 CHF | 98,11% | 98,11% |
08/11/2024 | 1,04% | 0,95 CHF | 0,96 CHF | 450 000 | 150 000 | 466 742 | 155 581 | 444 659 CHF | 149 776 CHF | 97,78% | 97,78% |
07/11/2024 | 1,02% | 0,95 CHF | 0,96 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 586 026 CHF | 197 342 CHF | 98,05% | 98,05% |