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 | 1,51% | 0,58 CHF | 0,59 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 198 081 CHF | 67 027 CHF | 99,26% | 99,26% |
19/11/2024 | 1,76% | 0,62 CHF | 0,63 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 169 062 CHF | 57 354 CHF | 88,71% | 88,71% |
18/11/2024 | 1,86% | 0,57 CHF | 0,58 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 160 115 CHF | 54 372 CHF | 97,49% | 97,49% |
15/11/2024 | 1,77% | 0,48 CHF | 0,49 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 168 404 CHF | 57 135 CHF | 96,47% | 96,47% |
14/11/2024 | 1,41% | 0,61 CHF | 0,62 CHF | 300 000 | 100 000 | 277 952 | 92 651 | 195 398 CHF | 66 059 CHF | 99,23% | 99,23% |
13/11/2024 | 1,28% | 0,73 CHF | 0,74 CHF | 300 000 | 100 000 | 262 920 | 87 640 | 203 468 CHF | 68 699 CHF | 99,26% | 99,26% |
12/11/2024 | 1,32% | 0,75 CHF | 0,76 CHF | 300 000 | 100 000 | 278 525 | 92 842 | 209 306 CHF | 70 697 CHF | 99,27% | 99,27% |
11/11/2024 | 1,39% | 0,74 CHF | 0,75 CHF | 300 000 | 100 000 | 282 953 | 94 318 | 201 889 CHF | 68 240 CHF | 98,02% | 98,02% |
08/11/2024 | 1,33% | 0,71 CHF | 0,72 CHF | 300 000 | 100 000 | 284 339 | 94 780 | 211 422 CHF | 71 422 CHF | 99,19% | 99,19% |
07/11/2024 | 1,46% | 0,72 CHF | 0,73 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 203 996 CHF | 68 999 CHF | 98,60% | 98,60% |