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 | 0,90% | 1,04 CHF | 1,05 CHF | 300 000 | 100 000 | 240 593 | 80 198 | 266 121 CHF | 89 509 CHF | 98,77% | 98,77% |
19/11/2024 | 0,96% | 1,08 CHF | 1,09 CHF | 225 000 | 75 000 | 293 861 | 97 954 | 305 468 CHF | 102 802 CHF | 96,53% | 96,53% |
18/11/2024 | 0,89% | 1,10 CHF | 1,11 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 252 942 CHF | 85 064 CHF | 97,57% | 97,57% |
15/11/2024 | 0,78% | 1,14 CHF | 1,15 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 288 495 CHF | 96 915 CHF | 91,81% | 91,81% |
14/11/2024 | 0,69% | 1,37 CHF | 1,38 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 325 874 CHF | 109 375 CHF | 99,15% | 99,15% |
13/11/2024 | 0,78% | 1,37 CHF | 1,38 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 288 011 CHF | 96 754 CHF | 99,07% | 99,07% |
12/11/2024 | 0,83% | 1,19 CHF | 1,20 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 271 618 CHF | 91 290 CHF | 99,36% | 99,36% |
11/11/2024 | 0,79% | 1,21 CHF | 1,22 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 283 013 CHF | 95 088 CHF | 99,30% | 99,30% |
08/11/2024 | 0,78% | 1,25 CHF | 1,26 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 286 616 CHF | 96 289 CHF | 99,34% | 99,34% |
07/11/2024 | 0,81% | 1,32 CHF | 1,33 CHF | 300 000 | 100 000 | 292 938 | 97 646 | 359 494 CHF | 120 808 CHF | 98,59% | 98,59% |