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 | 0,63% | 1,54 CHF | 1,55 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 951 272 CHF | 319 091 CHF | 15,09% | 97,45% |
19/11/2024 | 0,64% | 1,58 CHF | 1,58 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 939 719 CHF | 315 240 CHF | 64,08% | 98,37% |
18/11/2024 | 0,72% | 1,52 CHF | 1,53 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 830 006 CHF | 278 669 CHF | 70,65% | 98,31% |
15/11/2024 | 0,86% | 1,23 CHF | 1,24 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 695 209 CHF | 233 736 CHF | 95,92% | 95,92% |
14/11/2024 | 0,78% | 1,10 CHF | 1,11 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 764 078 CHF | 256 693 CHF | 96,68% | 96,68% |
13/11/2024 | 0,67% | 1,55 CHF | 1,55 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 889 043 CHF | 298 348 CHF | 77,94% | 97,70% |
12/11/2024 | 0,65% | 1,41 CHF | 1,42 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 922 281 CHF | 309 427 CHF | 56,84% | 87,95% |
11/11/2024 | 0,71% | 1,55 CHF | 1,46 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 842 860 CHF | 282 953 CHF | 5,20% | 97,77% |
08/11/2024 | 1,15% | 0,96 CHF | 0,97 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 518 907 CHF | 174 969 CHF | 93,51% | 93,51% |
07/11/2024 | 1,32% | 0,83 CHF | 0,84 CHF | 750 000 | 250 000 | 752 731 | 250 910 | 566 445 CHF | 191 324 CHF | 98,00% | 98,00% |