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 | 1,28% | 0,75 CHF | 0,76 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 232 020 CHF | 78 340 CHF | 99,44% | 99,44% |
19/11/2024 | 1,28% | 0,76 CHF | 0,77 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 233 365 CHF | 78 788 CHF | 98,95% | 98,95% |
18/11/2024 | 1,29% | 0,77 CHF | 0,78 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 231 193 CHF | 78 064 CHF | 97,67% | 97,67% |
15/11/2024 | 1,27% | 0,77 CHF | 0,78 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 234 562 CHF | 79 187 CHF | 99,44% | 99,44% |
14/11/2024 | 1,11% | 0,92 CHF | 0,93 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 269 759 CHF | 90 920 CHF | 99,44% | 99,44% |
13/11/2024 | 1,08% | 0,90 CHF | 0,91 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 275 310 CHF | 92 770 CHF | 96,92% | 96,92% |
12/11/2024 | 1,04% | 0,95 CHF | 0,96 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 286 095 CHF | 96 365 CHF | 96,92% | 96,92% |
11/11/2024 | 1,00% | 0,99 CHF | 1,00 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 299 175 CHF | 100 725 CHF | 98,87% | 98,87% |
08/11/2024 | 0,99% | 0,99 CHF | 1,00 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 300 938 CHF | 101 313 CHF | 93,36% | 93,36% |
07/11/2024 | 1,01% | 0,98 CHF | 0,99 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 295 910 CHF | 99 637 CHF | 98,70% | 98,70% |