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 | 1,75% | 0,51 CHF | 0,52 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 283 408 CHF | 288 408 CHF | 99,54% | 99,54% |
19/11/2024 | 1,74% | 0,57 CHF | 0,58 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 284 784 CHF | 289 784 CHF | 99,55% | 99,55% |
18/11/2024 | 1,52% | 0,66 CHF | 0,67 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 327 110 CHF | 332 110 CHF | 99,58% | 99,58% |
15/11/2024 | 1,59% | 0,63 CHF | 0,64 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 312 133 CHF | 317 133 CHF | 98,92% | 98,92% |
14/11/2024 | 1,85% | 0,58 CHF | 0,59 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 269 308 CHF | 274 308 CHF | 98,73% | 98,73% |
13/11/2024 | 2,12% | 0,45 CHF | 0,46 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 234 397 CHF | 239 397 CHF | 96,69% | 96,69% |
12/11/2024 | 1,66% | 0,52 CHF | 0,53 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 299 508 CHF | 304 508 CHF | 99,56% | 99,56% |
11/11/2024 | 1,70% | 0,62 CHF | 0,63 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 291 585 CHF | 296 585 CHF | 99,57% | 99,57% |
08/11/2024 | 1,72% | 0,54 CHF | 0,55 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 287 982 CHF | 292 982 CHF | 99,52% | 99,52% |
07/11/2024 | 1,46% | 0,72 CHF | 0,73 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 340 930 CHF | 345 930 CHF | 99,48% | 99,48% |