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 | 1,39% | 0,75 CHF | 0,76 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 214 975 CHF | 72 658 CHF | 99,38% | 99,38% |
19/11/2024 | 1,44% | 0,70 CHF | 0,71 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 206 568 CHF | 69 856 CHF | 99,38% | 99,38% |
18/11/2024 | 1,63% | 0,63 CHF | 0,64 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 182 520 CHF | 61 840 CHF | 97,61% | 97,61% |
15/11/2024 | 1,69% | 0,57 CHF | 0,58 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 175 548 CHF | 59 516 CHF | 99,38% | 99,38% |
14/11/2024 | 1,84% | 0,60 CHF | 0,61 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 161 805 CHF | 54 935 CHF | 99,37% | 99,37% |
13/11/2024 | 1,60% | 0,58 CHF | 0,59 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 186 409 CHF | 63 136 CHF | 96,86% | 96,86% |
12/11/2024 | 1,61% | 0,62 CHF | 0,63 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 185 468 CHF | 62 823 CHF | 96,93% | 96,93% |
11/11/2024 | 1,31% | 0,68 CHF | 0,69 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 229 235 CHF | 77 412 CHF | 99,35% | 99,35% |
08/11/2024 | 1,22% | 0,82 CHF | 0,83 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 243 695 CHF | 82 232 CHF | 99,27% | 99,27% |
07/11/2024 | 1,20% | 0,85 CHF | 0,86 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 249 018 CHF | 84 006 CHF | 98,69% | 98,69% |