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 | 1,19% | 0,85 CHF | 0,86 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 208 615 CHF | 84 446 CHF | 99,16% | 99,16% |
19/11/2024 | 1,17% | 0,84 CHF | 0,85 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 213 012 CHF | 86 205 CHF | 99,16% | 99,16% |
18/11/2024 | 1,15% | 0,86 CHF | 0,87 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 216 102 CHF | 87 441 CHF | 99,22% | 99,22% |
15/11/2024 | 1,16% | 0,86 CHF | 0,87 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 213 813 CHF | 86 525 CHF | 99,17% | 99,17% |
14/11/2024 | 1,14% | 0,86 CHF | 0,87 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 217 914 CHF | 88 166 CHF | 99,15% | 99,15% |
13/11/2024 | 1,11% | 0,90 CHF | 0,91 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 224 300 CHF | 90 720 CHF | 99,17% | 99,17% |
12/11/2024 | 1,19% | 0,87 CHF | 0,88 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 208 518 CHF | 84 407 CHF | 99,16% | 99,16% |
11/11/2024 | 1,30% | 0,79 CHF | 0,80 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 191 304 CHF | 77 522 CHF | 99,16% | 99,16% |
08/11/2024 | 1,28% | 0,78 CHF | 0,79 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 194 627 CHF | 78 851 CHF | 99,16% | 99,16% |
07/11/2024 | 1,29% | 0,77 CHF | 0,78 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 192 738 CHF | 78 095 CHF | 98,05% | 98,05% |