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 | 1,33% | 0,73 CHF | 0,74 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 224 594 CHF | 75 865 CHF | 99,38% | 99,38% |
19/11/2024 | 1,43% | 0,70 CHF | 0,71 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 208 013 CHF | 70 338 CHF | 99,37% | 99,37% |
18/11/2024 | 1,41% | 0,72 CHF | 0,73 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 211 692 CHF | 71 564 CHF | 99,25% | 99,25% |
15/11/2024 | 1,35% | 0,72 CHF | 0,73 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 221 324 CHF | 74 775 CHF | 99,38% | 99,38% |
14/11/2024 | 1,36% | 0,74 CHF | 0,75 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 218 825 CHF | 73 942 CHF | 99,36% | 99,36% |
13/11/2024 | 1,39% | 0,68 CHF | 0,69 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 214 645 CHF | 72 549 CHF | 99,37% | 99,37% |
12/11/2024 | 1,34% | 0,70 CHF | 0,71 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 222 949 CHF | 75 316 CHF | 99,38% | 99,38% |
11/11/2024 | 1,25% | 0,81 CHF | 0,82 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 238 826 CHF | 80 609 CHF | 99,37% | 99,37% |
08/11/2024 | 1,26% | 0,81 CHF | 0,82 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 236 641 CHF | 79 880 CHF | 99,37% | 99,37% |
07/11/2024 | 1,31% | 0,78 CHF | 0,79 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 227 742 CHF | 76 914 CHF | 98,36% | 98,36% |