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 | 1,41% | 0,68 CHF | 0,69 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 316 598 CHF | 107 033 CHF | 97,34% | 97,34% |
19/11/2024 | 1,44% | 0,67 CHF | 0,68 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 311 479 CHF | 105 326 CHF | 87,56% | 87,56% |
18/11/2024 | 1,34% | 0,73 CHF | 0,74 CHF | 450 000 | 150 000 | 435 538 | 145 180 | 323 165 CHF | 109 174 CHF | 96,20% | 96,20% |
15/11/2024 | 1,33% | 0,74 CHF | 0,75 CHF | 450 000 | 150 000 | 434 296 | 144 765 | 324 837 CHF | 109 727 CHF | 96,67% | 96,67% |
14/11/2024 | 1,28% | 0,79 CHF | 0,80 CHF | 300 000 | 100 000 | 303 280 | 101 093 | 235 814 CHF | 79 616 CHF | 90,92% | 90,92% |
13/11/2024 | 1,29% | 0,77 CHF | 0,78 CHF | 300 000 | 100 000 | 362 323 | 120 774 | 277 663 CHF | 93 762 CHF | 84,01% | 84,01% |
12/11/2024 | 1,15% | 0,84 CHF | 0,85 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 260 425 CHF | 87 808 CHF | 99,35% | 99,35% |
11/11/2024 | 1,12% | 0,88 CHF | 0,89 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 266 999 CHF | 90 000 CHF | 96,68% | 96,68% |
08/11/2024 | 1,04% | 0,86 CHF | 0,87 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 288 074 CHF | 97 025 CHF | 99,35% | 99,35% |
07/11/2024 | 0,88% | 1,02 CHF | 1,03 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 338 540 CHF | 113 847 CHF | 69,12% | 69,12% |