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 | 1,32% | 0,73 CHF | 0,74 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 187 841 CHF | 76 137 CHF | 99,17% | 99,17% |
19/11/2024 | 1,32% | 0,75 CHF | 0,76 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 188 602 CHF | 76 441 CHF | 99,17% | 99,17% |
18/11/2024 | 1,26% | 0,79 CHF | 0,80 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 196 652 CHF | 79 661 CHF | 99,22% | 99,22% |
15/11/2024 | 1,22% | 0,80 CHF | 0,81 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 203 486 CHF | 82 395 CHF | 99,16% | 99,16% |
14/11/2024 | 1,22% | 0,83 CHF | 0,84 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 204 156 CHF | 82 662 CHF | 99,15% | 99,15% |
13/11/2024 | 1,25% | 0,79 CHF | 0,80 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 199 359 CHF | 80 744 CHF | 99,16% | 99,16% |
12/11/2024 | 1,21% | 0,80 CHF | 0,81 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 204 838 CHF | 82 935 CHF | 99,15% | 99,15% |
11/11/2024 | 1,15% | 0,88 CHF | 0,89 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 216 216 CHF | 87 486 CHF | 99,17% | 99,17% |
08/11/2024 | 1,16% | 0,85 CHF | 0,86 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 215 164 CHF | 87 066 CHF | 99,16% | 99,16% |
07/11/2024 | 1,09% | 0,91 CHF | 0,92 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 227 720 CHF | 92 088 CHF | 98,06% | 98,06% |