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 | 0,69% | 1,47 CHF | 1,48 CHF | 225 000 | 75 000 | 263 103 | 87 701 | 377 766 CHF | 126 799 CHF | 98,97% | 98,97% |
19/11/2024 | 0,70% | 1,52 CHF | 1,53 CHF | 225 000 | 75 000 | 268 277 | 89 426 | 382 867 CHF | 128 517 CHF | 94,93% | 94,93% |
18/11/2024 | 0,74% | 1,35 CHF | 1,36 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 404 932 CHF | 135 977 CHF | 98,95% | 98,95% |
15/11/2024 | 0,74% | 1,33 CHF | 1,34 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 402 349 CHF | 135 116 CHF | 99,38% | 99,38% |
14/11/2024 | 0,70% | 1,40 CHF | 1,41 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 425 189 CHF | 142 730 CHF | 98,22% | 98,22% |
13/11/2024 | 0,72% | 1,39 CHF | 1,40 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 416 688 CHF | 139 896 CHF | 96,91% | 96,91% |
12/11/2024 | 0,75% | 1,38 CHF | 1,39 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 399 570 CHF | 134 190 CHF | 99,25% | 99,25% |
11/11/2024 | 0,73% | 1,33 CHF | 1,34 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 409 103 CHF | 137 368 CHF | 98,31% | 98,31% |
08/11/2024 | 0,77% | 1,37 CHF | 1,38 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 390 528 CHF | 131 176 CHF | 99,20% | 99,20% |
07/11/2024 | 0,79% | 1,28 CHF | 1,29 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 380 344 CHF | 127 781 CHF | 98,60% | 98,60% |