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 | 1,44% | 0,67 CHF | 0,68 CHF | 600 000 | 200 000 | 532 582 | 177 527 | 365 332 CHF | 123 553 CHF | 88,19% | 88,19% |
19/11/2024 | 1,52% | 0,65 CHF | 0,66 CHF | 600 000 | 200 000 | 591 998 | 197 333 | 385 659 CHF | 130 526 CHF | 88,25% | 88,25% |
18/11/2024 | 1,48% | 0,69 CHF | 0,70 CHF | 600 000 | 200 000 | 584 849 | 194 950 | 390 991 CHF | 132 280 CHF | 89,48% | 89,48% |
15/11/2024 | 1,37% | 0,69 CHF | 0,70 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 325 767 CHF | 110 089 CHF | 93,32% | 93,32% |
14/11/2024 | 1,36% | 0,74 CHF | 0,75 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 328 422 CHF | 110 974 CHF | 90,56% | 90,56% |
13/11/2024 | 1,37% | 0,72 CHF | 0,73 CHF | 450 000 | 150 000 | 451 808 | 150 603 | 327 721 CHF | 110 746 CHF | 96,34% | 96,34% |
12/11/2024 | 1,32% | 0,72 CHF | 0,73 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 339 086 CHF | 114 529 CHF | 94,49% | 94,49% |
11/11/2024 | 1,19% | 0,84 CHF | 0,85 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 375 627 CHF | 126 709 CHF | 92,97% | 92,97% |
08/11/2024 | 1,30% | 0,74 CHF | 0,75 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 344 434 CHF | 116 311 CHF | 95,78% | 95,78% |
07/11/2024 | 1,26% | 0,82 CHF | 0,83 CHF | 450 000 | 150 000 | 458 078 | 152 693 | 360 326 CHF | 121 636 CHF | 95,15% | 95,15% |