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 | 0,68% | 1,42 CHF | 1,43 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 327 445 CHF | 109 898 CHF | 97,95% | 97,95% |
19/11/2024 | 0,71% | 1,41 CHF | 1,42 CHF | 300 000 | 100 000 | 247 210 | 82 403 | 347 928 CHF | 116 800 CHF | 95,66% | 95,66% |
18/11/2024 | 0,71% | 1,42 CHF | 1,43 CHF | 225 000 | 75 000 | 258 708 | 86 236 | 360 269 CHF | 120 952 CHF | 93,85% | 93,85% |
15/11/2024 | 0,71% | 1,42 CHF | 1,43 CHF | 300 000 | 100 000 | 293 526 | 97 842 | 414 494 CHF | 139 143 CHF | 94,31% | 94,31% |
14/11/2024 | 0,69% | 1,46 CHF | 1,47 CHF | 225 000 | 75 000 | 240 169 | 80 056 | 348 175 CHF | 116 859 CHF | 98,61% | 98,61% |
13/11/2024 | 0,80% | 1,23 CHF | 1,24 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 374 766 CHF | 125 922 CHF | 97,03% | 97,03% |
12/11/2024 | 0,74% | 1,29 CHF | 1,30 CHF | 300 000 | 100 000 | 288 612 | 96 204 | 388 414 CHF | 130 433 CHF | 97,42% | 97,42% |
11/11/2024 | 0,70% | 1,43 CHF | 1,44 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 319 113 CHF | 107 121 CHF | 95,39% | 95,39% |
08/11/2024 | 0,73% | 1,39 CHF | 1,40 CHF | 225 000 | 75 000 | 286 536 | 95 512 | 391 142 CHF | 131 336 CHF | 96,80% | 96,80% |
07/11/2024 | 0,76% | 1,33 CHF | 1,34 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 395 604 CHF | 132 868 CHF | 98,03% | 98,03% |