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 | 1,40% | 0,68 CHF | 0,69 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 212 363 CHF | 71 788 CHF | 88,75% | 88,75% |
19/11/2024 | 1,46% | 0,67 CHF | 0,68 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 203 783 CHF | 68 928 CHF | 94,93% | 94,93% |
18/11/2024 | 1,38% | 0,73 CHF | 0,74 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 216 456 CHF | 73 152 CHF | 94,44% | 94,44% |
15/11/2024 | 1,38% | 0,72 CHF | 0,73 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 215 960 CHF | 72 987 CHF | 93,42% | 93,42% |
14/11/2024 | 1,44% | 0,71 CHF | 0,72 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 206 791 CHF | 69 930 CHF | 97,41% | 97,41% |
13/11/2024 | 1,40% | 0,68 CHF | 0,69 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 212 854 CHF | 71 951 CHF | 98,69% | 98,69% |
12/11/2024 | 1,41% | 0,66 CHF | 0,67 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 211 765 CHF | 71 589 CHF | 95,24% | 95,24% |
11/11/2024 | 1,27% | 0,77 CHF | 0,78 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 235 295 CHF | 79 432 CHF | 95,41% | 95,41% |
08/11/2024 | 1,33% | 0,73 CHF | 0,74 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 224 239 CHF | 75 746 CHF | 96,59% | 96,59% |
07/11/2024 | 1,26% | 0,79 CHF | 0,80 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 236 737 CHF | 79 912 CHF | 97,55% | 97,55% |