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 | 233 416 CHF | 78 805 CHF | 88,88% | 88,88% |
19/11/2024 | 1,32% | 0,74 CHF | 0,75 CHF | 450 000 | 150 000 | 353 981 | 117 994 | 264 931 CHF | 89 490 CHF | 95,11% | 95,11% |
18/11/2024 | 1,26% | 0,80 CHF | 0,81 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 236 961 CHF | 79 987 CHF | 94,51% | 94,51% |
15/11/2024 | 1,26% | 0,79 CHF | 0,80 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 236 314 CHF | 79 771 CHF | 93,21% | 93,21% |
14/11/2024 | 1,31% | 0,78 CHF | 0,79 CHF | 300 000 | 100 000 | 355 680 | 118 560 | 269 312 CHF | 90 956 CHF | 97,46% | 97,46% |
13/11/2024 | 1,28% | 0,75 CHF | 0,76 CHF | 450 000 | 150 000 | 338 345 | 112 782 | 262 363 CHF | 88 582 CHF | 98,65% | 98,65% |
12/11/2024 | 1,28% | 0,73 CHF | 0,74 CHF | 450 000 | 150 000 | 346 009 | 115 336 | 267 569 CHF | 90 343 CHF | 95,22% | 95,22% |
11/11/2024 | 1,17% | 0,84 CHF | 0,85 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 255 206 CHF | 86 069 CHF | 95,49% | 95,49% |
08/11/2024 | 1,22% | 0,80 CHF | 0,81 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 244 784 CHF | 82 595 CHF | 96,60% | 96,60% |
07/11/2024 | 1,16% | 0,86 CHF | 0,87 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 257 242 CHF | 86 747 CHF | 97,48% | 97,48% |