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 | 1,46% | 0,71 CHF | 0,72 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 204 083 CHF | 69 028 CHF | 99,44% | 99,44% |
19/11/2024 | 1,42% | 0,69 CHF | 0,70 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 210 521 CHF | 71 174 CHF | 99,44% | 99,44% |
18/11/2024 | 1,42% | 0,70 CHF | 0,71 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 209 937 CHF | 70 979 CHF | 97,38% | 97,38% |
15/11/2024 | 1,57% | 0,68 CHF | 0,69 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 190 005 CHF | 64 335 CHF | 99,45% | 99,45% |
14/11/2024 | 1,83% | 0,55 CHF | 0,56 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 162 430 CHF | 55 143 CHF | 99,44% | 99,44% |
13/11/2024 | 1,72% | 0,58 CHF | 0,59 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 172 905 CHF | 58 635 CHF | 96,92% | 96,92% |
12/11/2024 | 1,72% | 0,59 CHF | 0,60 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 172 559 CHF | 58 520 CHF | 96,89% | 96,89% |
11/11/2024 | 1,86% | 0,56 CHF | 0,57 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 160 072 CHF | 54 357 CHF | 99,44% | 99,44% |
08/11/2024 | 2,00% | 0,52 CHF | 0,53 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 148 814 CHF | 50 605 CHF | 99,28% | 99,28% |
07/11/2024 | 1,98% | 0,50 CHF | 0,51 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 149 989 CHF | 50 996 CHF | 98,69% | 98,69% |