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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 1,00% | 1,02 CHF | 1,03 CHF | 300 000 | 150 000 | 300 000 | 150 000 | 299 680 CHF | 151 340 CHF | 98,80% | 98,80% |
22/11/2024 | 1,04% | 0,95 CHF | 0,96 CHF | 300 000 | 150 000 | 300 000 | 150 000 | 286 684 CHF | 144 842 CHF | 99,37% | 99,37% |
20/11/2024 | 0,89% | 1,13 CHF | 1,14 CHF | 300 000 | 150 000 | 300 000 | 150 000 | 336 014 CHF | 169 507 CHF | 99,03% | 99,03% |
19/11/2024 | 0,88% | 1,12 CHF | 1,13 CHF | 300 000 | 150 000 | 300 000 | 150 000 | 339 412 CHF | 171 206 CHF | 99,37% | 99,37% |
18/11/2024 | 0,83% | 1,19 CHF | 1,20 CHF | 300 000 | 150 000 | 300 000 | 150 000 | 359 395 CHF | 181 198 CHF | 97,18% | 97,18% |
15/11/2024 | 0,77% | 1,16 CHF | 1,17 CHF | 300 000 | 150 000 | 300 000 | 150 000 | 387 315 CHF | 195 157 CHF | 98,90% | 98,90% |
14/11/2024 | 0,77% | 1,29 CHF | 1,30 CHF | 300 000 | 150 000 | 300 000 | 150 000 | 386 884 CHF | 194 942 CHF | 99,37% | 99,37% |
13/11/2024 | 0,73% | 1,32 CHF | 1,33 CHF | 300 000 | 150 000 | 300 000 | 150 000 | 411 185 CHF | 207 093 CHF | 93,64% | 93,64% |
12/11/2024 | 0,73% | 1,33 CHF | 1,34 CHF | 300 000 | 150 000 | 300 000 | 150 000 | 409 432 CHF | 206 216 CHF | 96,80% | 96,80% |
11/11/2024 | 0,65% | 1,49 CHF | 1,50 CHF | 300 000 | 150 000 | 300 000 | 150 000 | 457 428 CHF | 230 214 CHF | 99,35% | 99,35% |