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 | 0,60% | 1,65 CHF | 1,66 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 992 621 CHF | 332 874 CHF | 4,15% | 97,99% |
19/11/2024 | - | 1,69 CHF | - CHF | 600 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 98,90% |
18/11/2024 | 0,70% | 1,63 CHF | 1,48 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 849 261 CHF | 285 087 CHF | 9,77% | 98,55% |
15/11/2024 | 0,79% | 1,34 CHF | 1,35 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 760 820 CHF | 255 607 CHF | 95,84% | 95,84% |
14/11/2024 | 0,72% | 1,21 CHF | 1,22 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 829 768 CHF | 278 590 CHF | 96,76% | 96,81% |
13/11/2024 | 0,64% | 1,66 CHF | 1,57 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 930 449 CHF | 312 150 CHF | 9,60% | 98,06% |
12/11/2024 | 0,62% | 1,52 CHF | 1,61 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 966 399 CHF | 324 133 CHF | 32,26% | 87,20% |
11/11/2024 | - | 1,66 CHF | - CHF | 600 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 97,80% |
08/11/2024 | 1,03% | 1,07 CHF | 1,08 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 579 202 CHF | 195 067 CHF | 93,55% | 93,55% |
07/11/2024 | 1,18% | 0,93 CHF | 0,94 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 635 339 CHF | 214 280 CHF | 97,99% | 97,99% |