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 | 1,37% | 0,71 CHF | 0,72 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 217 954 CHF | 73 651 CHF | 99,37% | 99,37% |
19/11/2024 | 1,61% | 0,61 CHF | 0,62 CHF | 300 000 | 100 000 | 379 488 | 126 496 | 232 435 CHF | 78 743 CHF | 99,37% | 99,37% |
18/11/2024 | 1,49% | 0,63 CHF | 0,64 CHF | 300 000 | 100 000 | 300 217 | 100 072 | 201 145 CHF | 68 049 CHF | 99,38% | 99,38% |
15/11/2024 | 1,46% | 0,71 CHF | 0,72 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 204 163 CHF | 69 054 CHF | 99,36% | 99,36% |
14/11/2024 | 1,57% | 0,65 CHF | 0,66 CHF | 300 000 | 100 000 | 323 391 | 107 797 | 203 976 CHF | 69 070 CHF | 99,38% | 99,38% |
13/11/2024 | 1,89% | 0,53 CHF | 0,54 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 235 466 CHF | 79 989 CHF | 99,38% | 99,38% |
12/11/2024 | 1,68% | 0,52 CHF | 0,53 CHF | 450 000 | 150 000 | 375 963 | 125 321 | 221 776 CHF | 75 179 CHF | 99,16% | 99,16% |
11/11/2024 | 1,58% | 0,64 CHF | 0,65 CHF | 300 000 | 100 000 | 375 112 | 125 037 | 234 317 CHF | 79 356 CHF | 99,38% | 99,38% |
08/11/2024 | 1,67% | 0,59 CHF | 0,60 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 266 993 CHF | 90 498 CHF | 99,37% | 99,37% |
07/11/2024 | 1,57% | 0,63 CHF | 0,64 CHF | 450 000 | 150 000 | 407 309 | 135 770 | 256 964 CHF | 87 013 CHF | 98,58% | 98,58% |