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 | 0,68% | 1,43 CHF | 1,44 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 328 074 CHF | 110 108 CHF | 98,33% | 98,33% |
19/11/2024 | 0,71% | 1,41 CHF | 1,42 CHF | 225 000 | 75 000 | 250 103 | 83 368 | 352 602 CHF | 118 368 CHF | 95,65% | 95,65% |
18/11/2024 | 0,71% | 1,43 CHF | 1,44 CHF | 225 000 | 75 000 | 258 297 | 86 099 | 360 358 CHF | 120 980 CHF | 94,86% | 94,86% |
15/11/2024 | 0,70% | 1,42 CHF | 1,43 CHF | 300 000 | 100 000 | 297 283 | 99 094 | 420 548 CHF | 141 173 CHF | 94,55% | 94,55% |
14/11/2024 | 0,69% | 1,46 CHF | 1,47 CHF | 225 000 | 75 000 | 235 779 | 78 593 | 342 392 CHF | 114 917 CHF | 98,71% | 98,71% |
13/11/2024 | 0,79% | 1,24 CHF | 1,25 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 376 332 CHF | 126 444 CHF | 97,05% | 97,05% |
12/11/2024 | 0,74% | 1,30 CHF | 1,31 CHF | 300 000 | 100 000 | 290 634 | 96 878 | 392 093 CHF | 131 666 CHF | 97,43% | 97,43% |
11/11/2024 | 0,70% | 1,43 CHF | 1,44 CHF | 225 000 | 75 000 | 226 366 | 75 455 | 321 603 CHF | 107 956 CHF | 95,40% | 95,40% |
08/11/2024 | 0,73% | 1,40 CHF | 1,41 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 410 686 CHF | 137 895 CHF | 96,79% | 96,79% |
07/11/2024 | 0,75% | 1,33 CHF | 1,34 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 397 136 CHF | 133 379 CHF | 98,04% | 98,04% |