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 | 1,19% | 0,85 CHF | 0,86 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 250 374 CHF | 84 458 CHF | 98,36% | 98,36% |
19/11/2024 | 1,16% | 0,84 CHF | 0,85 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 257 491 CHF | 86 830 CHF | 97,52% | 97,52% |
18/11/2024 | 1,22% | 0,83 CHF | 0,84 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 245 224 CHF | 82 741 CHF | 96,24% | 96,24% |
15/11/2024 | 1,23% | 0,80 CHF | 0,81 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 242 588 CHF | 81 863 CHF | 98,90% | 98,90% |
14/11/2024 | 1,16% | 0,85 CHF | 0,86 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 256 035 CHF | 86 345 CHF | 96,89% | 96,89% |
13/11/2024 | 1,17% | 0,87 CHF | 0,88 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 253 906 CHF | 85 636 CHF | 94,42% | 94,42% |
12/11/2024 | 1,21% | 0,84 CHF | 0,85 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 246 976 CHF | 83 325 CHF | 94,65% | 94,65% |
11/11/2024 | 1,21% | 0,81 CHF | 0,82 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 246 419 CHF | 83 140 CHF | 96,45% | 96,45% |
08/11/2024 | 1,21% | 0,83 CHF | 0,84 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 247 284 CHF | 83 428 CHF | 92,06% | 92,06% |
07/11/2024 | 1,18% | 0,84 CHF | 0,85 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 252 124 CHF | 85 041 CHF | 97,60% | 97,60% |