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 | 1,16% | 0,87 CHF | 0,88 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 257 060 CHF | 86 687 CHF | 99,07% | 99,07% |
19/11/2024 | 1,11% | 0,85 CHF | 0,86 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 268 787 CHF | 90 596 CHF | 98,92% | 98,92% |
18/11/2024 | 1,19% | 0,82 CHF | 0,83 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 251 179 CHF | 84 726 CHF | 97,42% | 97,42% |
15/11/2024 | 1,17% | 0,83 CHF | 0,84 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 255 099 CHF | 86 033 CHF | 99,44% | 99,44% |
14/11/2024 | 1,04% | 0,94 CHF | 0,95 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 288 793 CHF | 97 264 CHF | 99,44% | 99,44% |
13/11/2024 | 0,92% | 1,10 CHF | 1,11 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 323 570 CHF | 108 857 CHF | 96,99% | 96,99% |
12/11/2024 | 1,01% | 1,10 CHF | 1,11 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 295 873 CHF | 99 624 CHF | 96,95% | 96,95% |
11/11/2024 | 1,14% | 0,89 CHF | 0,90 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 262 841 CHF | 88 614 CHF | 98,58% | 98,58% |
08/11/2024 | 1,13% | 0,88 CHF | 0,89 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 264 693 CHF | 89 231 CHF | 93,39% | 93,39% |
07/11/2024 | 1,26% | 0,76 CHF | 0,77 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 237 373 CHF | 80 124 CHF | 98,69% | 98,69% |