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 | 1,35% | 0,73 CHF | 0,74 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 220 441 CHF | 74 480 CHF | 99,00% | 99,00% |
19/11/2024 | 1,36% | 0,73 CHF | 0,74 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 219 115 CHF | 74 039 CHF | 99,44% | 99,44% |
18/11/2024 | 1,39% | 0,72 CHF | 0,73 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 214 424 CHF | 72 475 CHF | 97,60% | 97,60% |
15/11/2024 | 1,46% | 0,72 CHF | 0,73 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 204 031 CHF | 69 011 CHF | 99,44% | 99,44% |
14/11/2024 | 1,47% | 0,68 CHF | 0,69 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 202 780 CHF | 68 593 CHF | 99,09% | 99,09% |
13/11/2024 | 1,52% | 0,66 CHF | 0,67 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 196 470 CHF | 66 490 CHF | 96,72% | 96,72% |
12/11/2024 | 1,51% | 0,66 CHF | 0,67 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 197 819 CHF | 66 940 CHF | 96,46% | 96,46% |
11/11/2024 | 1,46% | 0,68 CHF | 0,69 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 203 986 CHF | 68 995 CHF | 98,65% | 98,65% |
08/11/2024 | 1,61% | 0,66 CHF | 0,67 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 184 506 CHF | 62 502 CHF | 90,62% | 90,62% |
07/11/2024 | 1,72% | 0,60 CHF | 0,61 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 172 660 CHF | 58 553 CHF | 98,69% | 98,69% |