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 | 1,46% | 0,69 CHF | 0,70 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 170 362 CHF | 69 145 CHF | 99,17% | 99,17% |
19/11/2024 | 1,43% | 0,69 CHF | 0,70 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 173 368 CHF | 70 347 CHF | 99,17% | 99,17% |
18/11/2024 | 1,42% | 0,70 CHF | 0,71 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 175 011 CHF | 71 005 CHF | 99,22% | 99,22% |
15/11/2024 | 1,43% | 0,70 CHF | 0,71 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 173 786 CHF | 70 514 CHF | 99,17% | 99,17% |
14/11/2024 | 1,40% | 0,70 CHF | 0,71 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 176 758 CHF | 71 703 CHF | 99,15% | 99,15% |
13/11/2024 | 1,37% | 0,72 CHF | 0,73 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 180 710 CHF | 73 284 CHF | 99,16% | 99,16% |
12/11/2024 | 1,46% | 0,70 CHF | 0,71 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 170 384 CHF | 69 154 CHF | 99,16% | 99,16% |
11/11/2024 | 1,56% | 0,65 CHF | 0,66 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 158 715 CHF | 64 486 CHF | 99,17% | 99,17% |
08/11/2024 | 1,54% | 0,65 CHF | 0,66 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 160 741 CHF | 65 296 CHF | 99,16% | 99,16% |
07/11/2024 | 1,55% | 0,64 CHF | 0,65 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 159 916 CHF | 64 967 CHF | 98,05% | 98,05% |