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 | 1,07% | 0,97 CHF | 0,98 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 279 350 CHF | 94 117 CHF | 99,37% | 99,37% |
19/11/2024 | 1,10% | 0,91 CHF | 0,92 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 270 757 CHF | 91 252 CHF | 99,37% | 99,37% |
18/11/2024 | 1,21% | 0,85 CHF | 0,86 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 247 006 CHF | 83 336 CHF | 97,42% | 97,42% |
15/11/2024 | 1,24% | 0,78 CHF | 0,79 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 240 713 CHF | 81 238 CHF | 99,38% | 99,38% |
14/11/2024 | 1,32% | 0,81 CHF | 0,82 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 226 547 CHF | 76 516 CHF | 99,37% | 99,37% |
13/11/2024 | 1,19% | 0,79 CHF | 0,80 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 250 847 CHF | 84 616 CHF | 96,85% | 96,85% |
12/11/2024 | 1,20% | 0,84 CHF | 0,85 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 249 358 CHF | 84 119 CHF | 96,88% | 96,88% |
11/11/2024 | 1,02% | 0,89 CHF | 0,90 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 293 302 CHF | 98 768 CHF | 99,34% | 99,34% |
08/11/2024 | 0,97% | 1,03 CHF | 1,04 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 306 952 CHF | 103 317 CHF | 99,27% | 99,27% |
07/11/2024 | 0,96% | 1,06 CHF | 1,07 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 312 671 CHF | 105 224 CHF | 98,70% | 98,70% |