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 | 1,20% | 0,78 CHF | 0,79 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 248 481 CHF | 83 827 CHF | 99,44% | 99,44% |
19/11/2024 | 1,19% | 0,82 CHF | 0,83 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 250 786 CHF | 84 595 CHF | 98,97% | 98,97% |
18/11/2024 | 1,24% | 0,85 CHF | 0,86 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 241 601 CHF | 81 534 CHF | 97,71% | 97,71% |
15/11/2024 | 1,02% | 0,92 CHF | 0,93 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 292 872 CHF | 98 624 CHF | 99,44% | 99,44% |
14/11/2024 | 0,93% | 1,11 CHF | 1,12 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 320 334 CHF | 107 778 CHF | 99,44% | 99,44% |
13/11/2024 | 1,19% | 0,83 CHF | 0,84 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 249 850 CHF | 84 283 CHF | 96,93% | 96,93% |
12/11/2024 | 1,11% | 0,87 CHF | 0,88 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 268 141 CHF | 90 380 CHF | 96,89% | 96,89% |
11/11/2024 | 1,14% | 0,87 CHF | 0,88 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 261 499 CHF | 88 166 CHF | 99,47% | 99,47% |
08/11/2024 | 1,21% | 0,80 CHF | 0,81 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 245 805 CHF | 82 935 CHF | 91,31% | 91,31% |
07/11/2024 | 1,23% | 0,83 CHF | 0,84 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 243 363 CHF | 82 121 CHF | 98,70% | 98,70% |