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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 1,74% | 0,56 CHF | 0,57 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 113 991 CHF | 115 991 CHF | 99,36% | 99,36% |
20/11/2024 | 1,89% | 0,54 CHF | 0,55 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 104 580 CHF | 106 580 CHF | 99,39% | 99,39% |
19/11/2024 | 1,92% | 0,51 CHF | 0,52 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 51 589 CHF | 52 589 CHF | 99,27% | 99,27% |
18/11/2024 | 1,91% | 0,53 CHF | 0,54 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 51 921 CHF | 52 921 CHF | 99,29% | 99,29% |
15/11/2024 | 1,80% | 0,57 CHF | 0,58 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 55 137 CHF | 56 137 CHF | 99,39% | 99,39% |
14/11/2024 | 2,03% | 0,50 CHF | 0,51 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 48 715 CHF | 49 715 CHF | 99,35% | 99,35% |
13/11/2024 | 2,03% | 0,47 CHF | 0,48 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 48 757 CHF | 49 757 CHF | 99,39% | 99,39% |
12/11/2024 | 1,83% | 0,55 CHF | 0,56 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 54 143 CHF | 55 143 CHF | 99,10% | 99,10% |
11/11/2024 | 1,83% | 0,54 CHF | 0,55 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 54 201 CHF | 55 201 CHF | 99,24% | 99,24% |
08/11/2024 | 1,81% | 0,55 CHF | 0,56 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 54 616 CHF | 55 616 CHF | 99,39% | 99,39% |