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 | 1,99% | 0,47 CHF | 0,48 CHF | 600 000 | 100 000 | 600 000 | 100 000 | 298 623 CHF | 50 771 CHF | 99,14% | 99,14% |
19/11/2024 | 2,04% | 0,49 CHF | 0,50 CHF | 600 000 | 100 000 | 600 000 | 100 000 | 291 360 CHF | 49 560 CHF | 99,37% | 99,37% |
18/11/2024 | 1,98% | 0,51 CHF | 0,52 CHF | 600 000 | 100 000 | 600 000 | 100 000 | 300 424 CHF | 51 071 CHF | 99,23% | 99,23% |
15/11/2024 | 1,73% | 0,53 CHF | 0,54 CHF | 600 000 | 100 000 | 600 000 | 100 000 | 344 870 CHF | 58 478 CHF | 98,77% | 98,77% |
14/11/2024 | 1,63% | 0,64 CHF | 0,65 CHF | 600 000 | 100 000 | 599 886 | 100 000 | 365 056 CHF | 61 854 CHF | 99,36% | 99,36% |
13/11/2024 | 1,68% | 0,58 CHF | 0,59 CHF | 600 000 | 100 000 | 600 000 | 100 000 | 353 249 CHF | 59 875 CHF | 99,36% | 99,36% |
12/11/2024 | 1,57% | 0,62 CHF | 0,63 CHF | 600 000 | 100 000 | 600 000 | 100 000 | 379 577 CHF | 64 263 CHF | 99,37% | 99,37% |
11/11/2024 | 1,44% | 0,67 CHF | 0,68 CHF | 600 000 | 100 000 | 600 000 | 100 000 | 413 774 CHF | 69 962 CHF | 99,37% | 99,37% |
08/11/2024 | 1,40% | 0,68 CHF | 0,69 CHF | 600 000 | 100 000 | 600 000 | 100 000 | 425 074 CHF | 71 846 CHF | 99,38% | 99,38% |
07/11/2024 | 1,35% | 0,75 CHF | 0,76 CHF | 600 000 | 100 000 | 600 000 | 100 000 | 442 502 CHF | 74 750 CHF | 99,28% | 99,28% |