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 | 1,38% | 0,74 CHF | 0,75 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 215 348 CHF | 72 783 CHF | 98,36% | 98,36% |
19/11/2024 | 1,34% | 0,72 CHF | 0,73 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 222 350 CHF | 75 117 CHF | 97,52% | 97,52% |
18/11/2024 | 1,42% | 0,71 CHF | 0,72 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 209 972 CHF | 70 991 CHF | 96,13% | 96,13% |
15/11/2024 | 1,44% | 0,68 CHF | 0,69 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 207 232 CHF | 70 077 CHF | 98,90% | 98,90% |
14/11/2024 | 1,35% | 0,73 CHF | 0,74 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 220 678 CHF | 74 560 CHF | 96,88% | 96,88% |
13/11/2024 | 1,36% | 0,75 CHF | 0,76 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 218 714 CHF | 73 905 CHF | 94,48% | 94,48% |
12/11/2024 | 1,41% | 0,72 CHF | 0,73 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 211 670 CHF | 71 557 CHF | 94,60% | 94,60% |
11/11/2024 | 1,41% | 0,70 CHF | 0,71 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 211 065 CHF | 71 355 CHF | 96,47% | 96,47% |
08/11/2024 | 1,41% | 0,72 CHF | 0,73 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 211 835 CHF | 71 612 CHF | 92,04% | 92,04% |
07/11/2024 | 1,37% | 0,72 CHF | 0,73 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 216 719 CHF | 73 240 CHF | 97,59% | 97,59% |