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 | 1,05% | 0,96 CHF | 0,97 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 283 662 CHF | 95 554 CHF | 99,10% | 99,10% |
19/11/2024 | 1,00% | 1,02 CHF | 1,03 CHF | 225 000 | 75 000 | 273 344 | 91 115 | 272 184 CHF | 91 639 CHF | 96,68% | 96,68% |
18/11/2024 | 1,27% | 1,05 CHF | 1,06 CHF | 225 000 | 75 000 | 294 425 | 98 142 | 232 999 CHF | 78 648 CHF | 97,60% | 97,60% |
15/11/2024 | 1,30% | 0,70 CHF | 0,71 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 229 354 CHF | 77 451 CHF | 96,54% | 96,54% |
14/11/2024 | 1,25% | 0,75 CHF | 0,76 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 238 490 CHF | 80 497 CHF | 99,35% | 99,35% |
13/11/2024 | 1,25% | 0,81 CHF | 0,82 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 239 204 CHF | 80 735 CHF | 99,37% | 99,37% |
12/11/2024 | 1,26% | 0,74 CHF | 0,75 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 236 261 CHF | 79 754 CHF | 99,39% | 99,39% |
11/11/2024 | 1,37% | 0,73 CHF | 0,74 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 218 097 CHF | 73 699 CHF | 99,33% | 99,33% |
08/11/2024 | 1,48% | 0,71 CHF | 0,72 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 201 349 CHF | 68 116 CHF | 99,33% | 99,33% |
07/11/2024 | 1,88% | 0,64 CHF | 0,65 CHF | 300 000 | 100 000 | 411 282 | 137 094 | 215 938 CHF | 73 350 CHF | 98,45% | 98,45% |