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 | 1,10% | 0,87 CHF | 0,88 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 271 984 CHF | 91 661 CHF | 97,92% | 97,92% |
19/11/2024 | 1,11% | 0,87 CHF | 0,88 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 267 916 CHF | 90 305 CHF | 87,56% | 87,56% |
18/11/2024 | 1,05% | 0,94 CHF | 0,95 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 285 019 CHF | 96 006 CHF | 96,26% | 96,26% |
15/11/2024 | 1,04% | 0,94 CHF | 0,95 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 287 008 CHF | 96 669 CHF | 96,51% | 96,51% |
14/11/2024 | 1,00% | 1,00 CHF | 1,01 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 297 104 CHF | 100 035 CHF | 90,91% | 90,91% |
13/11/2024 | 1,02% | 0,98 CHF | 0,99 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 292 979 CHF | 98 660 CHF | 83,99% | 83,99% |
12/11/2024 | 0,92% | 1,05 CHF | 1,06 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 326 422 CHF | 109 807 CHF | 99,35% | 99,35% |
11/11/2024 | 0,90% | 1,10 CHF | 1,11 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 333 438 CHF | 112 146 CHF | 96,66% | 96,66% |
08/11/2024 | 0,84% | 1,08 CHF | 1,09 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 356 082 CHF | 119 694 CHF | 99,35% | 99,35% |
07/11/2024 | 0,73% | 1,25 CHF | 1,26 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 410 641 CHF | 137 880 CHF | 69,12% | 69,12% |