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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 0,89% | 1,09 CHF | 1,10 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 502 383 CHF | 168 961 CHF | 98,77% | 98,77% |
20/11/2024 | 0,89% | 1,10 CHF | 1,11 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 334 189 CHF | 112 396 CHF | 98,95% | 98,95% |
19/11/2024 | 0,96% | 1,07 CHF | 1,08 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 312 486 CHF | 105 162 CHF | 98,86% | 98,86% |
18/11/2024 | 0,93% | 1,10 CHF | 1,11 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 320 315 CHF | 107 772 CHF | 98,60% | 98,60% |
15/11/2024 | 0,83% | 1,13 CHF | 1,14 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 359 312 CHF | 120 771 CHF | 96,50% | 96,50% |
14/11/2024 | 0,79% | 1,27 CHF | 1,28 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 380 522 CHF | 127 841 CHF | 97,69% | 97,69% |
13/11/2024 | 0,77% | 1,27 CHF | 1,28 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 386 937 CHF | 129 979 CHF | 98,99% | 98,99% |
12/11/2024 | 0,77% | 1,31 CHF | 1,32 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 389 113 CHF | 130 704 CHF | 98,09% | 98,09% |
11/11/2024 | 0,75% | 1,27 CHF | 1,28 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 396 572 CHF | 133 191 CHF | 98,92% | 98,92% |
08/11/2024 | 0,74% | 1,31 CHF | 1,32 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 401 653 CHF | 134 884 CHF | 99,12% | 99,12% |