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 | 1,11% | 0,82 CHF | 0,83 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 201 875 CHF | 68 042 CHF | 98,61% | 98,61% |
19/11/2024 | 1,21% | 0,86 CHF | 0,87 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 184 675 CHF | 62 308 CHF | 96,50% | 96,50% |
18/11/2024 | 1,10% | 0,89 CHF | 0,90 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 204 088 CHF | 68 779 CHF | 97,57% | 97,57% |
15/11/2024 | 0,91% | 0,92 CHF | 0,93 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 245 938 CHF | 82 729 CHF | 91,81% | 91,81% |
14/11/2024 | - | 1,19 CHF | - CHF | 225 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 99,26% |
13/11/2024 | 0,92% | 1,19 CHF | 1,16 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 242 833 CHF | 81 695 CHF | 81,15% | 99,09% |
12/11/2024 | 0,99% | 0,99 CHF | 1,00 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 226 911 CHF | 76 387 CHF | 99,35% | 99,35% |
11/11/2024 | 0,95% | 1,01 CHF | 1,02 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 236 036 CHF | 79 429 CHF | 65,97% | 99,32% |
08/11/2024 | 0,92% | 1,07 CHF | 1,08 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 244 835 CHF | 82 362 CHF | 99,32% | 99,32% |
07/11/2024 | 0,97% | 1,13 CHF | 1,14 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 232 382 CHF | 78 211 CHF | 98,55% | 98,55% |