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 | 1,29% | 0,73 CHF | 0,74 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 231 046 CHF | 78 016 CHF | 99,36% | 99,36% |
19/11/2024 | 1,30% | 0,74 CHF | 0,75 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 228 525 CHF | 77 175 CHF | 99,35% | 99,35% |
18/11/2024 | 1,30% | 0,74 CHF | 0,75 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 230 191 CHF | 77 730 CHF | 94,61% | 94,61% |
15/11/2024 | 1,61% | 0,69 CHF | 0,70 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 185 687 CHF | 62 896 CHF | 99,36% | 99,36% |
14/11/2024 | 1,76% | 0,58 CHF | 0,59 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 169 423 CHF | 57 475 CHF | 99,37% | 99,37% |
13/11/2024 | 1,99% | 0,55 CHF | 0,56 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 149 400 CHF | 50 800 CHF | 93,41% | 93,41% |
12/11/2024 | 2,77% | 0,39 CHF | 0,40 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 107 171 CHF | 36 724 CHF | 96,85% | 96,85% |
11/11/2024 | 2,69% | 0,30 CHF | 0,31 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 111 047 CHF | 38 016 CHF | 99,38% | 99,38% |
08/11/2024 | 2,83% | 0,41 CHF | 0,42 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 104 911 CHF | 35 970 CHF | 90,82% | 90,82% |
07/11/2024 | 1,97% | 0,37 CHF | 0,38 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 152 538 CHF | 51 846 CHF | 88,27% | 88,27% |