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 | 1,18% | 0,84 CHF | 0,85 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 253 338 CHF | 85 446 CHF | 99,00% | 99,00% |
19/11/2024 | 1,18% | 0,84 CHF | 0,85 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 251 976 CHF | 84 992 CHF | 99,44% | 99,44% |
18/11/2024 | 1,21% | 0,83 CHF | 0,84 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 247 321 CHF | 83 440 CHF | 97,69% | 97,69% |
15/11/2024 | 1,26% | 0,83 CHF | 0,84 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 236 975 CHF | 79 992 CHF | 99,44% | 99,44% |
14/11/2024 | 1,26% | 0,79 CHF | 0,80 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 235 753 CHF | 79 585 CHF | 99,09% | 99,09% |
13/11/2024 | 1,30% | 0,76 CHF | 0,77 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 229 296 CHF | 77 432 CHF | 96,57% | 96,57% |
12/11/2024 | 1,29% | 0,77 CHF | 0,78 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 230 452 CHF | 77 817 CHF | 96,33% | 96,33% |
11/11/2024 | 1,26% | 0,78 CHF | 0,79 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 236 892 CHF | 79 964 CHF | 98,66% | 98,66% |
08/11/2024 | 1,38% | 0,76 CHF | 0,77 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 216 468 CHF | 73 156 CHF | 90,63% | 90,63% |
07/11/2024 | 1,45% | 0,70 CHF | 0,71 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 205 217 CHF | 69 406 CHF | 98,67% | 98,67% |