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 | 1,25% | 0,80 CHF | 0,81 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 237 785 CHF | 80 262 CHF | 99,37% | 99,37% |
19/11/2024 | 1,29% | 0,80 CHF | 0,81 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 231 566 CHF | 78 189 CHF | 99,38% | 99,38% |
18/11/2024 | 1,28% | 0,77 CHF | 0,78 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 233 432 CHF | 78 811 CHF | 96,91% | 96,91% |
15/11/2024 | 1,23% | 0,80 CHF | 0,81 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 242 689 CHF | 81 896 CHF | 99,38% | 99,38% |
14/11/2024 | 1,26% | 0,81 CHF | 0,82 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 237 077 CHF | 80 026 CHF | 99,37% | 99,37% |
13/11/2024 | 1,25% | 0,80 CHF | 0,81 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 237 976 CHF | 80 325 CHF | 97,00% | 97,00% |
12/11/2024 | 1,32% | 0,79 CHF | 0,80 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 226 394 CHF | 76 465 CHF | 96,86% | 96,86% |
11/11/2024 | 1,35% | 0,75 CHF | 0,76 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 221 205 CHF | 74 735 CHF | 98,26% | 98,26% |
08/11/2024 | 1,39% | 0,72 CHF | 0,73 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 213 595 CHF | 72 198 CHF | 99,27% | 99,27% |
07/11/2024 | 1,43% | 0,71 CHF | 0,72 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 208 064 CHF | 70 355 CHF | 98,68% | 98,68% |