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% | 0,89 CHF | 0,90 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 258 183 CHF | 87 061 CHF | 99,44% | 99,44% |
19/11/2024 | 1,13% | 0,87 CHF | 0,88 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 264 430 CHF | 89 143 CHF | 99,44% | 99,44% |
18/11/2024 | 1,13% | 0,88 CHF | 0,89 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 264 129 CHF | 89 043 CHF | 97,66% | 97,66% |
15/11/2024 | 1,22% | 0,86 CHF | 0,87 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 244 440 CHF | 82 480 CHF | 99,45% | 99,45% |
14/11/2024 | 1,37% | 0,74 CHF | 0,75 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 216 765 CHF | 73 255 CHF | 99,44% | 99,44% |
13/11/2024 | 1,31% | 0,76 CHF | 0,77 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 226 813 CHF | 76 604 CHF | 96,92% | 96,92% |
12/11/2024 | 1,32% | 0,77 CHF | 0,78 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 226 373 CHF | 76 458 CHF | 96,90% | 96,90% |
11/11/2024 | 1,39% | 0,74 CHF | 0,75 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 213 775 CHF | 72 258 CHF | 99,44% | 99,44% |
08/11/2024 | 1,47% | 0,70 CHF | 0,71 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 202 077 CHF | 68 359 CHF | 99,28% | 99,28% |
07/11/2024 | 1,46% | 0,67 CHF | 0,68 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 203 461 CHF | 68 820 CHF | 98,69% | 98,69% |