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 | 1,31% | 0,77 CHF | 0,78 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 567 849 CHF | 76 713 CHF | 96,57% | 96,57% |
19/11/2024 | 1,34% | 0,74 CHF | 0,75 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 557 028 CHF | 75 270 CHF | 97,44% | 97,44% |
18/11/2024 | 1,36% | 0,73 CHF | 0,74 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 546 371 CHF | 73 850 CHF | 92,50% | 92,50% |
15/11/2024 | 1,39% | 0,73 CHF | 0,74 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 535 221 CHF | 72 363 CHF | 97,24% | 97,24% |
14/11/2024 | 1,37% | 0,71 CHF | 0,72 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 542 528 CHF | 73 337 CHF | 98,36% | 98,36% |
13/11/2024 | 1,30% | 0,76 CHF | 0,77 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 572 185 CHF | 77 291 CHF | 93,02% | 93,02% |
12/11/2024 | 1,35% | 0,76 CHF | 0,77 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 552 632 CHF | 74 684 CHF | 96,29% | 96,29% |
11/11/2024 | 1,39% | 0,72 CHF | 0,73 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 535 303 CHF | 72 374 CHF | 91,03% | 91,03% |
08/11/2024 | 1,37% | 0,72 CHF | 0,73 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 542 687 CHF | 73 358 CHF | 92,19% | 92,19% |
07/11/2024 | 1,38% | 0,72 CHF | 0,73 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 540 964 CHF | 73 129 CHF | 98,68% | 98,68% |