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 | 1,40% | 0,69 CHF | 0,70 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 213 237 CHF | 72 079 CHF | 99,44% | 99,44% |
19/11/2024 | 1,39% | 0,70 CHF | 0,71 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 214 538 CHF | 72 513 CHF | 98,95% | 98,95% |
18/11/2024 | 1,40% | 0,71 CHF | 0,72 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 212 415 CHF | 71 805 CHF | 97,50% | 97,50% |
15/11/2024 | 1,38% | 0,71 CHF | 0,72 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 215 642 CHF | 72 881 CHF | 99,44% | 99,44% |
14/11/2024 | 1,19% | 0,86 CHF | 0,87 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 250 725 CHF | 84 575 CHF | 99,44% | 99,44% |
13/11/2024 | 1,16% | 0,84 CHF | 0,85 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 256 166 CHF | 86 389 CHF | 96,99% | 96,99% |
12/11/2024 | 1,12% | 0,89 CHF | 0,90 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 267 155 CHF | 90 052 CHF | 96,84% | 96,84% |
11/11/2024 | 1,06% | 0,93 CHF | 0,94 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 280 231 CHF | 94 410 CHF | 98,87% | 98,87% |
08/11/2024 | 1,06% | 0,93 CHF | 0,94 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 281 915 CHF | 94 972 CHF | 93,36% | 93,36% |
07/11/2024 | 1,08% | 0,92 CHF | 0,93 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 276 831 CHF | 93 277 CHF | 98,71% | 98,71% |