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 | 1,12% | 0,89 CHF | 0,90 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 443 475 CHF | 89 695 CHF | 99,27% | 99,27% |
19/11/2024 | 1,11% | 0,89 CHF | 0,90 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 448 974 CHF | 90 795 CHF | 99,27% | 99,27% |
18/11/2024 | 1,15% | 0,87 CHF | 0,88 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 433 237 CHF | 87 647 CHF | 99,27% | 99,27% |
15/11/2024 | 1,20% | 0,85 CHF | 0,86 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 413 826 CHF | 83 765 CHF | 99,27% | 99,27% |
14/11/2024 | 1,26% | 0,80 CHF | 0,81 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 395 494 CHF | 80 099 CHF | 99,27% | 99,27% |
13/11/2024 | 1,26% | 0,78 CHF | 0,79 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 394 803 CHF | 79 961 CHF | 99,27% | 99,27% |
12/11/2024 | 1,31% | 0,76 CHF | 0,77 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 379 975 CHF | 76 995 CHF | 99,25% | 99,25% |
11/11/2024 | 1,35% | 0,74 CHF | 0,75 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 367 888 CHF | 74 578 CHF | 99,27% | 99,27% |
08/11/2024 | 1,30% | 0,76 CHF | 0,77 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 382 924 CHF | 77 585 CHF | 99,25% | 99,25% |
07/11/2024 | 1,23% | 0,81 CHF | 0,82 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 405 000 CHF | 82 000 CHF | 1,12% | 1,12% |