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 | 1,00% | 0,95 CHF | 0,96 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 298 876 CHF | 100 625 CHF | 97,89% | 97,89% |
19/11/2024 | 1,01% | 0,96 CHF | 0,97 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 294 493 CHF | 99 164 CHF | 87,56% | 87,56% |
18/11/2024 | 0,95% | 1,03 CHF | 1,04 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 313 761 CHF | 105 587 CHF | 96,25% | 96,25% |
15/11/2024 | 0,94% | 1,04 CHF | 1,05 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 317 287 CHF | 106 762 CHF | 96,66% | 96,66% |
14/11/2024 | 0,91% | 1,11 CHF | 1,12 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 328 365 CHF | 110 455 CHF | 90,92% | 90,92% |
13/11/2024 | 0,93% | 1,08 CHF | 1,09 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 322 656 CHF | 108 552 CHF | 84,00% | 84,00% |
12/11/2024 | 0,83% | 1,16 CHF | 1,17 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 270 113 CHF | 90 788 CHF | 99,36% | 99,36% |
11/11/2024 | 0,81% | 1,22 CHF | 1,23 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 275 928 CHF | 92 726 CHF | 96,67% | 96,67% |
08/11/2024 | 0,76% | 1,20 CHF | 1,21 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 295 186 CHF | 99 145 CHF | 99,36% | 99,36% |
07/11/2024 | 0,66% | 1,39 CHF | 1,40 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 453 351 CHF | 152 117 CHF | 69,10% | 69,10% |