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 | 1,22% | 0,83 CHF | 0,84 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 407 525 CHF | 82 505 CHF | 99,27% | 99,27% |
19/11/2024 | 1,21% | 0,83 CHF | 0,84 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 409 214 CHF | 82 843 CHF | 99,27% | 99,27% |
18/11/2024 | 1,21% | 0,80 CHF | 0,81 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 409 446 CHF | 82 889 CHF | 99,27% | 99,27% |
15/11/2024 | 1,24% | 0,81 CHF | 0,82 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 401 450 CHF | 81 290 CHF | 99,27% | 99,27% |
14/11/2024 | 1,25% | 0,79 CHF | 0,80 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 396 683 CHF | 80 337 CHF | 99,27% | 99,27% |
13/11/2024 | 1,18% | 0,85 CHF | 0,86 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 421 629 CHF | 85 326 CHF | 99,27% | 99,27% |
12/11/2024 | 1,20% | 0,85 CHF | 0,86 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 414 298 CHF | 83 860 CHF | 99,25% | 99,25% |
11/11/2024 | 1,24% | 0,80 CHF | 0,81 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 399 710 CHF | 80 942 CHF | 99,27% | 99,27% |
08/11/2024 | 1,26% | 0,80 CHF | 0,81 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 395 153 CHF | 80 031 CHF | 99,25% | 99,25% |
07/11/2024 | 1,24% | 0,80 CHF | 0,81 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 400 000 CHF | 81 000 CHF | 1,12% | 1,12% |