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 | 452 872 | 150 957 | 445 008 CHF | 149 845 CHF | 99,43% | 99,43% |
19/11/2024 | 1,01% | 1,00 CHF | 1,01 CHF | 600 000 | 200 000 | 462 601 | 154 200 | 455 928 CHF | 153 518 CHF | 96,02% | 96,02% |
18/11/2024 | 0,99% | 1,02 CHF | 1,03 CHF | 450 000 | 150 000 | 451 582 | 150 527 | 455 418 CHF | 153 311 CHF | 93,43% | 93,43% |
15/11/2024 | 1,03% | 1,00 CHF | 1,01 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 435 527 CHF | 146 676 CHF | 91,35% | 91,35% |
14/11/2024 | 1,07% | 0,94 CHF | 0,95 CHF | 600 000 | 200 000 | 481 544 | 160 515 | 449 117 CHF | 151 311 CHF | 94,47% | 94,47% |
13/11/2024 | 1,07% | 0,93 CHF | 0,94 CHF | 450 000 | 150 000 | 585 593 | 195 198 | 545 710 CHF | 183 855 CHF | 83,41% | 83,41% |
12/11/2024 | 1,15% | 0,88 CHF | 0,89 CHF | 600 000 | 200 000 | 593 814 | 197 938 | 513 780 CHF | 173 239 CHF | 91,82% | 91,82% |
11/11/2024 | 1,23% | 0,85 CHF | 0,86 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 486 187 CHF | 164 062 CHF | 82,31% | 82,31% |
08/11/2024 | 1,19% | 0,82 CHF | 0,83 CHF | 600 000 | 200 000 | 486 209 | 162 070 | 405 537 CHF | 136 800 CHF | 89,18% | 89,18% |
07/11/2024 | 1,18% | 0,84 CHF | 0,85 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 378 216 CHF | 127 572 CHF | 80,44% | 80,44% |