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 | 1,01% | 0,97 CHF | 0,98 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 442 199 CHF | 148 900 CHF | 98,91% | 98,91% |
19/11/2024 | 1,01% | 1,00 CHF | 1,01 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 443 191 CHF | 149 230 CHF | 96,50% | 96,50% |
18/11/2024 | 0,99% | 1,02 CHF | 1,03 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 453 684 CHF | 152 728 CHF | 93,88% | 93,88% |
15/11/2024 | 1,03% | 1,00 CHF | 1,01 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 435 270 CHF | 146 590 CHF | 90,90% | 90,90% |
14/11/2024 | 1,07% | 0,93 CHF | 0,94 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 419 302 CHF | 141 267 CHF | 94,02% | 94,02% |
13/11/2024 | 1,07% | 0,93 CHF | 0,94 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 418 958 CHF | 141 153 CHF | 83,34% | 83,34% |
12/11/2024 | 1,15% | 0,88 CHF | 0,89 CHF | 450 000 | 150 000 | 451 997 | 150 666 | 390 875 CHF | 131 798 CHF | 91,88% | 91,88% |
11/11/2024 | 1,23% | 0,85 CHF | 0,86 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 364 219 CHF | 122 906 CHF | 82,30% | 82,30% |
08/11/2024 | 1,19% | 0,82 CHF | 0,83 CHF | 600 000 | 200 000 | 462 022 | 154 007 | 385 351 CHF | 129 990 CHF | 89,20% | 89,20% |
07/11/2024 | 1,18% | 0,84 CHF | 0,85 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 378 093 CHF | 127 531 CHF | 80,44% | 80,44% |