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 | 1,25% | 0,77 CHF | 0,78 CHF | 450 000 | 150 000 | 417 651 | 139 217 | 332 748 CHF | 112 308 CHF | 88,86% | 88,86% |
19/11/2024 | 1,29% | 0,76 CHF | 0,77 CHF | 450 000 | 150 000 | 427 420 | 142 473 | 328 850 CHF | 111 042 CHF | 95,06% | 95,06% |
18/11/2024 | 1,23% | 0,82 CHF | 0,83 CHF | 300 000 | 100 000 | 342 380 | 114 127 | 276 299 CHF | 93 241 CHF | 94,44% | 94,44% |
15/11/2024 | 1,23% | 0,81 CHF | 0,82 CHF | 450 000 | 150 000 | 411 117 | 137 039 | 330 989 CHF | 111 700 CHF | 93,24% | 93,24% |
14/11/2024 | 1,28% | 0,80 CHF | 0,81 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 350 807 CHF | 118 436 CHF | 97,44% | 97,44% |
13/11/2024 | 1,25% | 0,77 CHF | 0,78 CHF | 450 000 | 150 000 | 444 527 | 148 176 | 354 974 CHF | 119 806 CHF | 98,68% | 98,68% |
12/11/2024 | 1,25% | 0,75 CHF | 0,76 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 358 626 CHF | 121 042 CHF | 95,22% | 95,22% |
11/11/2024 | 1,14% | 0,86 CHF | 0,87 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 260 832 CHF | 87 944 CHF | 95,33% | 95,33% |
08/11/2024 | 1,19% | 0,82 CHF | 0,83 CHF | 450 000 | 150 000 | 437 261 | 145 754 | 365 746 CHF | 123 373 CHF | 96,52% | 96,52% |
07/11/2024 | 1,13% | 0,88 CHF | 0,89 CHF | 300 000 | 100 000 | 365 970 | 121 990 | 319 490 CHF | 107 717 CHF | 97,49% | 97,49% |