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 | 1,12% | 0,86 CHF | 0,87 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 267 257 CHF | 90 086 CHF | 88,90% | 88,90% |
19/11/2024 | 1,15% | 0,85 CHF | 0,86 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 258 582 CHF | 87 194 CHF | 94,90% | 94,90% |
18/11/2024 | 1,10% | 0,92 CHF | 0,93 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 271 584 CHF | 91 528 CHF | 94,44% | 94,44% |
15/11/2024 | 1,10% | 0,91 CHF | 0,92 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 271 054 CHF | 91 351 CHF | 93,24% | 93,24% |
14/11/2024 | 1,14% | 0,89 CHF | 0,90 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 261 571 CHF | 88 190 CHF | 97,47% | 97,47% |
13/11/2024 | 1,12% | 0,86 CHF | 0,87 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 267 392 CHF | 90 131 CHF | 98,70% | 98,70% |
12/11/2024 | 1,12% | 0,84 CHF | 0,85 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 266 444 CHF | 89 815 CHF | 95,22% | 95,22% |
11/11/2024 | 1,03% | 0,96 CHF | 0,97 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 290 232 CHF | 97 744 CHF | 95,47% | 95,47% |
08/11/2024 | 1,07% | 0,91 CHF | 0,92 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 279 134 CHF | 94 045 CHF | 96,49% | 96,49% |
07/11/2024 | 1,02% | 0,97 CHF | 0,98 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 291 966 CHF | 98 322 CHF | 97,41% | 97,41% |