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 | 1,14% | 0,83 CHF | 0,84 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 784 267 CHF | 264 422 CHF | 99,37% | 99,37% |
19/11/2024 | 1,18% | 0,83 CHF | 0,84 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 759 763 CHF | 256 254 CHF | 99,37% | 99,37% |
18/11/2024 | 1,19% | 0,86 CHF | 0,87 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 750 796 CHF | 253 265 CHF | 99,25% | 99,25% |
15/11/2024 | 1,23% | 0,83 CHF | 0,84 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 724 864 CHF | 244 621 CHF | 99,37% | 99,37% |
14/11/2024 | 1,34% | 0,79 CHF | 0,80 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 666 989 CHF | 225 330 CHF | 99,37% | 99,37% |
13/11/2024 | 1,45% | 0,69 CHF | 0,70 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 615 757 CHF | 208 252 CHF | 99,37% | 99,37% |
12/11/2024 | 1,47% | 0,62 CHF | 0,63 CHF | 900 000 | 300 000 | 902 484 | 302 484 | 612 082 CHF | 208 088 CHF | 99,37% | 99,37% |
11/11/2024 | 1,33% | 0,75 CHF | 0,76 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 670 063 CHF | 226 354 CHF | 99,38% | 99,38% |
08/11/2024 | 1,49% | 0,66 CHF | 0,67 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 600 029 CHF | 203 010 CHF | 99,37% | 99,37% |
07/11/2024 | 1,33% | 0,73 CHF | 0,74 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 674 178 CHF | 227 726 CHF | 98,37% | 98,37% |