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 | 1,20% | 0,84 CHF | 0,85 CHF | 300 000 | 300 000 | 299 996 | 300 000 | 248 798 CHF | 251 801 CHF | 99,81% | 99,81% |
19/11/2024 | 1,23% | 0,80 CHF | 0,81 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 241 699 CHF | 244 699 CHF | 99,72% | 99,72% |
18/11/2024 | 1,17% | 0,83 CHF | 0,84 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 254 039 CHF | 257 039 CHF | 99,71% | 99,71% |
15/11/2024 | 1,16% | 0,86 CHF | 0,87 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 257 626 CHF | 260 626 CHF | 99,80% | 99,80% |
14/11/2024 | 1,15% | 0,85 CHF | 0,86 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 260 014 CHF | 263 014 CHF | 99,81% | 99,81% |
13/11/2024 | 1,23% | 0,82 CHF | 0,83 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 241 610 CHF | 244 610 CHF | 99,81% | 99,81% |
12/11/2024 | 1,25% | 0,80 CHF | 0,81 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 238 144 CHF | 241 144 CHF | 99,51% | 99,51% |
11/11/2024 | 1,29% | 0,78 CHF | 0,79 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 231 181 CHF | 234 181 CHF | 99,71% | 99,71% |
08/11/2024 | 1,42% | 0,72 CHF | 0,73 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 209 456 CHF | 212 456 CHF | 99,81% | 99,81% |
07/11/2024 | 1,37% | 0,70 CHF | 0,71 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 217 381 CHF | 220 381 CHF | 95,70% | 95,70% |