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 | 1,70% | 0,53 CHF | 0,54 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 174 884 CHF | 59 295 CHF | 99,41% | 99,41% |
19/11/2024 | 1,88% | 0,51 CHF | 0,52 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 158 911 CHF | 53 971 CHF | 99,41% | 99,41% |
18/11/2024 | 1,58% | 0,66 CHF | 0,67 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 188 277 CHF | 63 759 CHF | 97,64% | 97,64% |
15/11/2024 | 1,53% | 0,63 CHF | 0,64 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 194 870 CHF | 65 957 CHF | 99,41% | 99,41% |
14/11/2024 | 1,70% | 0,63 CHF | 0,64 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 175 640 CHF | 59 547 CHF | 99,41% | 99,41% |
13/11/2024 | 1,93% | 0,52 CHF | 0,53 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 154 412 CHF | 52 471 CHF | 96,93% | 96,93% |
12/11/2024 | 1,67% | 0,46 CHF | 0,47 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 178 977 CHF | 60 659 CHF | 96,95% | 96,95% |
11/11/2024 | 1,26% | 0,75 CHF | 0,76 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 237 146 CHF | 80 049 CHF | 99,38% | 99,38% |
08/11/2024 | 1,28% | 0,75 CHF | 0,76 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 233 457 CHF | 78 819 CHF | 96,66% | 96,66% |
07/11/2024 | 1,09% | 0,98 CHF | 0,99 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 275 132 CHF | 92 711 CHF | 98,70% | 98,70% |