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 | 1,21% | 0,78 CHF | 0,79 CHF | 450 000 | 100 000 | 450 000 | 100 000 | 369 443 CHF | 83 098 CHF | 99,17% | 99,17% |
19/11/2024 | 1,28% | 0,79 CHF | 0,80 CHF | 450 000 | 100 000 | 450 000 | 100 000 | 350 441 CHF | 78 876 CHF | 99,16% | 99,16% |
18/11/2024 | 1,28% | 0,79 CHF | 0,80 CHF | 450 000 | 100 000 | 450 000 | 100 000 | 350 217 CHF | 78 826 CHF | 99,22% | 99,22% |
15/11/2024 | 1,20% | 0,82 CHF | 0,83 CHF | 450 000 | 100 000 | 450 000 | 100 000 | 373 170 CHF | 83 927 CHF | 99,17% | 99,17% |
14/11/2024 | 1,16% | 0,87 CHF | 0,88 CHF | 450 000 | 100 000 | 450 000 | 100 000 | 386 135 CHF | 86 808 CHF | 99,16% | 99,16% |
13/11/2024 | 1,26% | 0,81 CHF | 0,82 CHF | 450 000 | 100 000 | 450 000 | 100 000 | 354 655 CHF | 79 812 CHF | 99,16% | 99,16% |
12/11/2024 | 1,19% | 0,81 CHF | 0,82 CHF | 450 000 | 100 000 | 450 000 | 100 000 | 376 656 CHF | 84 701 CHF | 99,16% | 99,16% |
11/11/2024 | 1,08% | 0,88 CHF | 0,89 CHF | 450 000 | 100 000 | 450 000 | 100 000 | 415 748 CHF | 93 389 CHF | 99,16% | 99,16% |
08/11/2024 | 1,14% | 0,88 CHF | 0,89 CHF | 450 000 | 100 000 | 450 000 | 100 000 | 390 869 CHF | 87 860 CHF | 99,16% | 99,16% |
07/11/2024 | 1,17% | 0,85 CHF | 0,86 CHF | 450 000 | 100 000 | 450 000 | 100 000 | 383 707 CHF | 86 268 CHF | 98,27% | 98,27% |