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 | 1,93% | 0,50 CHF | 0,51 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 154 428 CHF | 52 476 CHF | 99,25% | 99,25% |
19/11/2024 | 2,06% | 0,46 CHF | 0,47 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 144 770 CHF | 49 257 CHF | 96,68% | 96,68% |
18/11/2024 | 1,53% | 0,45 CHF | 0,46 CHF | 300 000 | 100 000 | 299 993 | 100 000 | 200 312 CHF | 67 773 CHF | 97,63% | 97,63% |
15/11/2024 | 1,42% | 0,77 CHF | 0,78 CHF | 300 000 | 100 000 | 300 000 | 99 991 | 210 246 CHF | 71 075 CHF | 96,48% | 96,48% |
14/11/2024 | 1,49% | 0,72 CHF | 0,73 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 200 442 CHF | 67 814 CHF | 99,35% | 99,35% |
13/11/2024 | 1,49% | 0,65 CHF | 0,66 CHF | 300 000 | 100 000 | 299 935 | 99 933 | 200 113 CHF | 67 674 CHF | 99,37% | 99,37% |
12/11/2024 | 1,46% | 0,73 CHF | 0,74 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 204 555 CHF | 69 185 CHF | 99,36% | 99,36% |
11/11/2024 | 1,35% | 0,74 CHF | 0,75 CHF | 300 000 | 100 000 | 299 934 | 99 929 | 220 246 CHF | 74 380 CHF | 99,34% | 99,34% |
08/11/2024 | 1,24% | 0,75 CHF | 0,76 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 241 310 CHF | 81 437 CHF | 99,33% | 99,33% |
07/11/2024 | 1,00% | 0,85 CHF | 0,86 CHF | 300 000 | 100 000 | 299 597 | 99 866 | 299 272 CHF | 100 756 CHF | 98,48% | 98,48% |