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 | 1,86% | 0,54 CHF | 0,55 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 160 157 CHF | 54 386 CHF | 99,00% | 99,00% |
19/11/2024 | 1,86% | 0,53 CHF | 0,54 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 159 930 CHF | 54 310 CHF | 99,44% | 99,44% |
18/11/2024 | 1,78% | 0,55 CHF | 0,56 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 167 327 CHF | 56 776 CHF | 97,63% | 97,63% |
15/11/2024 | 1,67% | 0,56 CHF | 0,57 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 177 785 CHF | 60 262 CHF | 99,44% | 99,44% |
14/11/2024 | 1,65% | 0,59 CHF | 0,60 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 180 453 CHF | 61 151 CHF | 99,09% | 99,09% |
13/11/2024 | 1,62% | 0,61 CHF | 0,62 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 184 021 CHF | 62 341 CHF | 96,57% | 96,57% |
12/11/2024 | 1,63% | 0,61 CHF | 0,62 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 182 800 CHF | 61 933 CHF | 96,39% | 96,39% |
11/11/2024 | 1,70% | 0,59 CHF | 0,60 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 174 494 CHF | 59 165 CHF | 98,66% | 98,66% |
08/11/2024 | 1,55% | 0,60 CHF | 0,61 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 192 565 CHF | 65 188 CHF | 90,61% | 90,61% |
07/11/2024 | 1,45% | 0,66 CHF | 0,67 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 205 234 CHF | 69 411 CHF | 98,67% | 98,67% |