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 | 1,42% | 0,69 CHF | 0,70 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 349 961 CHF | 70 992 CHF | 99,26% | 99,26% |
20/11/2024 | 1,43% | 0,71 CHF | 0,72 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 348 172 CHF | 70 634 CHF | 99,27% | 99,27% |
19/11/2024 | 1,35% | 0,73 CHF | 0,74 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 368 235 CHF | 74 647 CHF | 99,27% | 99,27% |
18/11/2024 | 1,40% | 0,71 CHF | 0,72 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 355 901 CHF | 72 180 CHF | 99,27% | 99,27% |
15/11/2024 | 1,35% | 0,74 CHF | 0,75 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 368 999 CHF | 74 800 CHF | 99,27% | 99,27% |
14/11/2024 | 1,32% | 0,74 CHF | 0,75 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 375 461 CHF | 76 092 CHF | 99,27% | 99,27% |
13/11/2024 | 1,32% | 0,76 CHF | 0,77 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 377 505 CHF | 76 501 CHF | 99,27% | 99,27% |
12/11/2024 | 1,36% | 0,77 CHF | 0,78 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 364 090 CHF | 73 818 CHF | 99,25% | 99,25% |
11/11/2024 | 1,56% | 0,66 CHF | 0,67 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 318 719 CHF | 64 744 CHF | 99,27% | 99,27% |
08/11/2024 | 1,53% | 0,65 CHF | 0,66 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 323 388 CHF | 65 678 CHF | 99,26% | 99,26% |