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 | 1,11% | 0,88 CHF | 0,89 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 268 694 CHF | 90 565 CHF | 97,80% | 97,80% |
19/11/2024 | 1,08% | 0,93 CHF | 0,94 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 276 982 CHF | 93 327 CHF | 94,33% | 94,33% |
18/11/2024 | 1,04% | 0,94 CHF | 0,95 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 288 336 CHF | 97 112 CHF | 94,61% | 94,61% |
15/11/2024 | 1,04% | 1,01 CHF | 1,02 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 286 905 CHF | 96 635 CHF | 96,44% | 96,44% |
14/11/2024 | 1,05% | 0,96 CHF | 0,97 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 284 512 CHF | 95 837 CHF | 97,73% | 97,73% |
13/11/2024 | 1,03% | 0,95 CHF | 0,96 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 288 473 CHF | 97 158 CHF | 95,00% | 95,00% |
12/11/2024 | 0,99% | 0,98 CHF | 0,99 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 300 249 CHF | 101 083 CHF | 96,40% | 96,40% |
11/11/2024 | 0,98% | 1,02 CHF | 1,03 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 305 968 CHF | 102 989 CHF | 97,80% | 97,80% |
08/11/2024 | 0,93% | 1,06 CHF | 1,07 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 319 522 CHF | 107 507 CHF | 92,39% | 92,39% |
07/11/2024 | 0,91% | 1,06 CHF | 1,07 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 326 747 CHF | 109 916 CHF | 98,18% | 98,18% |