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 | 1,18% | 0,83 CHF | 0,84 CHF | 450 000 | 150 000 | 427 707 | 142 569 | 359 744 CHF | 121 340 CHF | 99,35% | 99,35% |
19/11/2024 | 1,23% | 0,79 CHF | 0,80 CHF | 450 000 | 150 000 | 441 921 | 147 307 | 355 895 CHF | 120 105 CHF | 96,68% | 96,68% |
18/11/2024 | 1,04% | 0,78 CHF | 0,79 CHF | 450 000 | 150 000 | 327 107 | 109 036 | 312 199 CHF | 105 157 CHF | 97,61% | 97,61% |
15/11/2024 | 1,00% | 1,06 CHF | 1,07 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 297 537 CHF | 100 179 CHF | 96,58% | 96,58% |
14/11/2024 | 1,03% | 1,01 CHF | 1,02 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 288 930 CHF | 97 310 CHF | 99,36% | 99,36% |
13/11/2024 | 1,04% | 0,95 CHF | 0,96 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 287 864 CHF | 96 955 CHF | 99,38% | 99,38% |
12/11/2024 | 1,02% | 1,01 CHF | 1,02 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 291 657 CHF | 98 219 CHF | 99,35% | 99,35% |
11/11/2024 | 0,98% | 1,02 CHF | 1,03 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 305 595 CHF | 102 865 CHF | 99,31% | 99,31% |
08/11/2024 | 0,93% | 1,02 CHF | 1,03 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 321 447 CHF | 108 149 CHF | 99,32% | 99,32% |
07/11/2024 | 0,80% | 1,11 CHF | 1,12 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 372 918 CHF | 125 306 CHF | 98,48% | 98,48% |