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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 1,38% | 0,74 CHF | 0,75 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 323 146 CHF | 109 215 CHF | 98,22% | 98,22% |
22/11/2024 | 1,36% | 0,69 CHF | 0,70 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 328 409 CHF | 110 970 CHF | 99,25% | 99,25% |
20/11/2024 | 1,01% | 0,92 CHF | 0,93 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 295 888 CHF | 99 629 CHF | 99,26% | 99,26% |
19/11/2024 | 1,10% | 0,95 CHF | 0,96 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 270 524 CHF | 91 175 CHF | 88,75% | 88,75% |
18/11/2024 | 1,13% | 0,91 CHF | 0,92 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 264 970 CHF | 89 323 CHF | 97,57% | 97,57% |
15/11/2024 | 1,10% | 0,84 CHF | 0,85 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 272 264 CHF | 91 755 CHF | 96,42% | 96,42% |
14/11/2024 | 0,97% | 0,94 CHF | 0,95 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 307 580 CHF | 103 527 CHF | 99,24% | 99,24% |
13/11/2024 | 0,92% | 1,04 CHF | 1,05 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 324 714 CHF | 109 238 CHF | 99,27% | 99,27% |
12/11/2024 | 0,94% | 1,06 CHF | 1,07 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 319 075 CHF | 107 358 CHF | 99,26% | 99,26% |
11/11/2024 | 0,97% | 1,05 CHF | 1,06 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 309 082 CHF | 104 027 CHF | 99,23% | 99,23% |