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 | 1,19% | 0,77 CHF | 0,78 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 250 394 CHF | 84 465 CHF | 99,25% | 99,25% |
19/11/2024 | 1,33% | 0,80 CHF | 0,81 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 224 529 CHF | 75 843 CHF | 88,74% | 88,74% |
18/11/2024 | 1,37% | 0,75 CHF | 0,76 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 217 765 CHF | 73 588 CHF | 97,50% | 97,50% |
15/11/2024 | 1,32% | 0,68 CHF | 0,69 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 225 357 CHF | 76 119 CHF | 96,39% | 96,39% |
14/11/2024 | 1,14% | 0,79 CHF | 0,80 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 262 713 CHF | 88 571 CHF | 99,31% | 99,31% |
13/11/2024 | 1,06% | 0,89 CHF | 0,90 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 280 799 CHF | 94 600 CHF | 99,26% | 99,26% |
12/11/2024 | 1,09% | 0,91 CHF | 0,92 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 274 804 CHF | 92 602 CHF | 99,30% | 99,30% |
11/11/2024 | 1,13% | 0,91 CHF | 0,92 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 264 588 CHF | 89 196 CHF | 99,20% | 99,20% |
08/11/2024 | 1,10% | 0,87 CHF | 0,88 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 272 020 CHF | 91 673 CHF | 99,20% | 99,20% |
07/11/2024 | 1,16% | 0,89 CHF | 0,90 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 256 104 CHF | 86 368 CHF | 98,51% | 98,51% |