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 | 1,16% | 0,82 CHF | 0,83 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 257 387 CHF | 86 796 CHF | 92,54% | 92,54% |
19/11/2024 | 1,17% | 0,85 CHF | 0,86 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 255 036 CHF | 86 012 CHF | 96,44% | 96,44% |
18/11/2024 | 1,09% | 0,89 CHF | 0,90 CHF | 300 000 | 100 000 | 300 506 | 100 169 | 274 141 CHF | 92 382 CHF | 97,43% | 97,43% |
15/11/2024 | 1,10% | 0,93 CHF | 0,94 CHF | 300 000 | 100 000 | 313 015 | 104 338 | 283 585 CHF | 95 572 CHF | 93,52% | 93,52% |
14/11/2024 | 1,14% | 0,90 CHF | 0,91 CHF | 300 000 | 100 000 | 372 370 | 124 123 | 324 570 CHF | 109 431 CHF | 95,67% | 95,67% |
13/11/2024 | 1,20% | 0,83 CHF | 0,84 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 373 220 CHF | 125 907 CHF | 97,69% | 97,69% |
12/11/2024 | 1,22% | 0,80 CHF | 0,81 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 365 248 CHF | 123 249 CHF | 96,57% | 96,57% |
11/11/2024 | 1,14% | 0,84 CHF | 0,85 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 391 046 CHF | 131 849 CHF | 93,57% | 93,57% |
08/11/2024 | 1,22% | 0,81 CHF | 0,82 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 367 293 CHF | 123 931 CHF | 95,68% | 95,68% |
07/11/2024 | 1,20% | 0,84 CHF | 0,85 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 248 017 CHF | 83 672 CHF | 96,18% | 96,18% |