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 | 1,15% | 0,88 CHF | 0,89 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 216 075 CHF | 87 430 CHF | 99,16% | 99,16% |
19/11/2024 | 1,16% | 0,86 CHF | 0,87 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 215 228 CHF | 87 091 CHF | 99,17% | 99,17% |
18/11/2024 | 1,20% | 0,83 CHF | 0,84 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 207 099 CHF | 83 840 CHF | 99,21% | 99,21% |
15/11/2024 | 1,23% | 0,82 CHF | 0,83 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 201 514 CHF | 81 605 CHF | 99,17% | 99,17% |
14/11/2024 | 1,24% | 0,79 CHF | 0,80 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 200 844 CHF | 81 338 CHF | 99,15% | 99,15% |
13/11/2024 | 1,21% | 0,83 CHF | 0,84 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 205 641 CHF | 83 256 CHF | 99,16% | 99,16% |
12/11/2024 | 1,24% | 0,82 CHF | 0,83 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 200 163 CHF | 81 065 CHF | 99,16% | 99,16% |
11/11/2024 | 1,31% | 0,74 CHF | 0,75 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 189 917 CHF | 76 967 CHF | 99,17% | 99,17% |
08/11/2024 | 1,30% | 0,77 CHF | 0,78 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 191 446 CHF | 77 579 CHF | 99,16% | 99,16% |
07/11/2024 | 1,39% | 0,72 CHF | 0,73 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 178 619 CHF | 72 448 CHF | 98,05% | 98,05% |