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 | 1,17% | 0,85 CHF | 0,86 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 423 526 CHF | 85 705 CHF | 99,55% | 99,55% |
19/11/2024 | 1,17% | 0,84 CHF | 0,85 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 423 096 CHF | 85 619 CHF | 99,52% | 99,52% |
18/11/2024 | 1,21% | 0,82 CHF | 0,83 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 411 371 CHF | 83 274 CHF | 99,49% | 99,49% |
15/11/2024 | 1,22% | 0,82 CHF | 0,83 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 408 189 CHF | 82 638 CHF | 90,75% | 90,75% |
14/11/2024 | 1,18% | 0,83 CHF | 0,84 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 421 775 CHF | 85 355 CHF | 99,17% | 99,17% |
13/11/2024 | 1,17% | 0,87 CHF | 0,88 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 425 392 CHF | 86 078 CHF | 97,40% | 97,40% |
12/11/2024 | 1,22% | 0,83 CHF | 0,84 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 406 592 CHF | 82 318 CHF | 99,53% | 99,53% |
11/11/2024 | 1,22% | 0,80 CHF | 0,81 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 406 017 CHF | 82 203 CHF | 99,51% | 99,51% |
08/11/2024 | 1,21% | 0,83 CHF | 0,84 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 410 195 CHF | 83 039 CHF | 99,51% | 99,51% |
07/11/2024 | 1,28% | 0,78 CHF | 0,79 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 387 312 CHF | 78 463 CHF | 98,92% | 98,92% |