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 | 1,14% | 0,89 CHF | 0,90 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 262 446 CHF | 265 446 CHF | 100,00% | 100,00% |
19/11/2024 | 1,13% | 0,88 CHF | 0,89 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 264 145 CHF | 267 145 CHF | 99,83% | 99,83% |
18/11/2024 | 1,17% | 0,86 CHF | 0,87 CHF | 300 000 | 300 000 | 297 071 | 297 071 | 252 415 CHF | 255 386 CHF | 100,00% | 100,00% |
15/11/2024 | 1,21% | 0,84 CHF | 0,85 CHF | 290 000 | 290 000 | 290 584 | 290 584 | 239 685 CHF | 242 591 CHF | 100,00% | 100,00% |
14/11/2024 | 1,28% | 0,77 CHF | 0,78 CHF | 290 000 | 290 000 | 290 000 | 290 000 | 225 554 CHF | 228 454 CHF | 100,00% | 100,00% |
13/11/2024 | 1,32% | 0,76 CHF | 0,77 CHF | 290 000 | 290 000 | 284 459 | 284 459 | 214 008 CHF | 216 853 CHF | 100,00% | 100,00% |
12/11/2024 | 1,31% | 0,77 CHF | 0,78 CHF | 290 000 | 290 000 | 285 345 | 285 345 | 216 008 CHF | 218 861 CHF | 99,86% | 99,86% |
11/11/2024 | 1,36% | 0,73 CHF | 0,74 CHF | 280 000 | 280 000 | 280 000 | 280 000 | 204 464 CHF | 207 264 CHF | 100,00% | 100,00% |
08/11/2024 | 1,32% | 0,76 CHF | 0,77 CHF | 290 000 | 290 000 | 283 997 | 283 997 | 213 544 CHF | 216 384 CHF | 98,88% | 98,88% |
07/11/2024 | 1,36% | 0,73 CHF | 0,74 CHF | 280 000 | 280 000 | 280 000 | 280 000 | 204 513 CHF | 207 313 CHF | 100,00% | 100,00% |