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 | 1,45% | 0,66 CHF | 0,67 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 204 978 CHF | 69 326 CHF | 99,73% | 99,73% |
19/11/2024 | 1,54% | 0,66 CHF | 0,67 CHF | 300 000 | 100 000 | 315 333 | 105 111 | 202 816 CHF | 68 656 CHF | 96,97% | 96,97% |
18/11/2024 | 1,47% | 0,69 CHF | 0,70 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 202 120 CHF | 68 374 CHF | 96,14% | 96,14% |
15/11/2024 | 1,57% | 0,64 CHF | 0,65 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 190 215 CHF | 64 405 CHF | 96,38% | 96,38% |
14/11/2024 | 1,67% | 0,62 CHF | 0,63 CHF | 300 000 | 100 000 | 324 157 | 108 052 | 191 446 CHF | 64 896 CHF | 99,32% | 99,32% |
13/11/2024 | 1,78% | 0,55 CHF | 0,56 CHF | 450 000 | 150 000 | 449 727 | 149 909 | 250 568 CHF | 85 022 CHF | 98,95% | 98,95% |
12/11/2024 | 1,64% | 0,55 CHF | 0,56 CHF | 450 000 | 150 000 | 319 602 | 106 534 | 192 627 CHF | 65 274 CHF | 99,38% | 99,38% |
11/11/2024 | 1,42% | 0,69 CHF | 0,70 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 209 178 CHF | 70 726 CHF | 99,27% | 99,27% |
08/11/2024 | 1,49% | 0,65 CHF | 0,66 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 199 509 CHF | 67 503 CHF | 99,36% | 99,36% |
07/11/2024 | 1,42% | 0,69 CHF | 0,70 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 209 958 CHF | 70 986 CHF | 98,68% | 98,68% |