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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 1,41% | 0,72 CHF | 0,73 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 211 156 CHF | 71 385 CHF | 99,43% | 99,43% |
20/11/2024 | 1,62% | 0,57 CHF | 0,58 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 184 498 CHF | 62 499 CHF | 99,44% | 99,44% |
19/11/2024 | 1,59% | 0,60 CHF | 0,61 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 186 835 CHF | 63 278 CHF | 98,97% | 98,97% |
18/11/2024 | 1,68% | 0,63 CHF | 0,64 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 177 531 CHF | 60 177 CHF | 97,73% | 97,73% |
15/11/2024 | 1,31% | 0,70 CHF | 0,71 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 228 768 CHF | 77 256 CHF | 99,44% | 99,44% |
14/11/2024 | 1,17% | 0,90 CHF | 0,91 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 256 360 CHF | 86 453 CHF | 99,44% | 99,44% |
13/11/2024 | 1,60% | 0,62 CHF | 0,63 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 185 877 CHF | 62 959 CHF | 96,92% | 96,92% |
12/11/2024 | 1,46% | 0,66 CHF | 0,67 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 204 093 CHF | 69 031 CHF | 96,85% | 96,85% |
11/11/2024 | 1,51% | 0,65 CHF | 0,66 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 197 439 CHF | 66 813 CHF | 99,47% | 99,47% |
08/11/2024 | 1,64% | 0,59 CHF | 0,60 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 181 662 CHF | 61 554 CHF | 91,32% | 91,32% |