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 | 1,12% | 0,90 CHF | 0,91 CHF | 300 000 | 150 000 | 300 000 | 150 000 | 267 108 CHF | 135 054 CHF | 99,03% | 99,03% |
19/11/2024 | 1,10% | 0,90 CHF | 0,91 CHF | 300 000 | 150 000 | 300 000 | 150 000 | 270 541 CHF | 136 771 CHF | 99,38% | 99,38% |
18/11/2024 | 1,03% | 0,96 CHF | 0,97 CHF | 300 000 | 150 000 | 300 000 | 150 000 | 290 383 CHF | 146 692 CHF | 97,64% | 97,64% |
15/11/2024 | 0,94% | 0,93 CHF | 0,94 CHF | 300 000 | 150 000 | 300 000 | 150 000 | 318 195 CHF | 160 597 CHF | 98,90% | 98,90% |
14/11/2024 | 0,94% | 1,06 CHF | 1,07 CHF | 300 000 | 150 000 | 300 000 | 150 000 | 317 666 CHF | 160 333 CHF | 99,38% | 99,38% |
13/11/2024 | 0,87% | 1,09 CHF | 1,10 CHF | 300 000 | 150 000 | 300 000 | 150 000 | 342 440 CHF | 172 720 CHF | 93,57% | 93,57% |
12/11/2024 | 0,88% | 1,10 CHF | 1,11 CHF | 300 000 | 150 000 | 300 000 | 150 000 | 340 879 CHF | 171 940 CHF | 96,79% | 96,79% |
11/11/2024 | 0,77% | 1,26 CHF | 1,27 CHF | 300 000 | 150 000 | 300 000 | 150 000 | 389 122 CHF | 196 061 CHF | 99,35% | 99,35% |
08/11/2024 | 0,78% | 1,20 CHF | 1,21 CHF | 300 000 | 150 000 | 300 000 | 150 000 | 383 689 CHF | 193 344 CHF | 99,36% | 99,36% |
07/11/2024 | 0,70% | 1,44 CHF | 1,45 CHF | 300 000 | 150 000 | 300 000 | 150 000 | 424 130 CHF | 213 565 CHF | 98,71% | 98,71% |