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 | 1,62% | 0,58 CHF | 0,59 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 138 056 CHF | 46 769 CHF | 98,19% | 98,19% |
19/11/2024 | 1,76% | 0,57 CHF | 0,58 CHF | 300 000 | 100 000 | 288 461 | 96 154 | 161 954 CHF | 54 946 CHF | 95,80% | 95,80% |
18/11/2024 | 1,74% | 0,58 CHF | 0,59 CHF | 225 000 | 75 000 | 284 190 | 94 730 | 161 268 CHF | 54 703 CHF | 96,52% | 96,52% |
15/11/2024 | 1,75% | 0,57 CHF | 0,58 CHF | 300 000 | 100 000 | 291 219 | 97 073 | 164 813 CHF | 55 908 CHF | 95,42% | 95,42% |
14/11/2024 | 1,89% | 0,56 CHF | 0,57 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 157 926 CHF | 53 642 CHF | 98,42% | 98,42% |
13/11/2024 | 1,89% | 0,52 CHF | 0,53 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 157 290 CHF | 53 430 CHF | 98,22% | 98,22% |
12/11/2024 | 1,69% | 0,52 CHF | 0,53 CHF | 300 000 | 100 000 | 297 703 | 99 234 | 175 013 CHF | 59 330 CHF | 98,93% | 98,93% |
11/11/2024 | 1,45% | 0,66 CHF | 0,67 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 154 137 CHF | 52 129 CHF | 97,88% | 97,88% |
08/11/2024 | 1,74% | 0,55 CHF | 0,56 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 170 796 CHF | 57 932 CHF | 98,83% | 98,83% |
07/11/2024 | 1,74% | 0,60 CHF | 0,61 CHF | 300 000 | 100 000 | 298 089 | 99 363 | 171 543 CHF | 58 175 CHF | 98,28% | 98,28% |