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 | 0,71% | 1,36 CHF | 1,37 CHF | 300 000 | 100 000 | 227 007 | 75 669 | 319 075 CHF | 107 115 CHF | 97,98% | 97,98% |
19/11/2024 | 0,72% | 1,37 CHF | 1,38 CHF | 300 000 | 100 000 | 240 255 | 80 085 | 333 490 CHF | 111 964 CHF | 87,56% | 87,56% |
18/11/2024 | 0,68% | 1,44 CHF | 1,45 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 327 808 CHF | 110 019 CHF | 96,26% | 96,26% |
15/11/2024 | 0,68% | 1,45 CHF | 1,46 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 329 806 CHF | 110 685 CHF | 96,53% | 96,53% |
14/11/2024 | 0,66% | 1,52 CHF | 1,53 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 338 415 CHF | 113 555 CHF | 90,95% | 90,95% |
13/11/2024 | 0,67% | 1,49 CHF | 1,50 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 333 646 CHF | 111 965 CHF | 83,99% | 83,99% |
12/11/2024 | 0,62% | 1,57 CHF | 1,58 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 362 475 CHF | 121 575 CHF | 99,36% | 99,36% |
11/11/2024 | 0,61% | 1,63 CHF | 1,64 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 368 120 CHF | 123 457 CHF | 96,69% | 96,69% |
08/11/2024 | 0,58% | 1,60 CHF | 1,61 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 387 076 CHF | 129 775 CHF | 99,37% | 99,37% |
07/11/2024 | 0,52% | 1,80 CHF | 1,81 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 577 027 CHF | 193 342 CHF | 69,12% | 69,12% |