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 | 1,25% | 0,80 CHF | 0,81 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 397 131 CHF | 80 426 CHF | 99,27% | 99,27% |
19/11/2024 | 1,28% | 0,78 CHF | 0,79 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 389 622 CHF | 78 924 CHF | 99,27% | 99,27% |
18/11/2024 | 1,36% | 0,74 CHF | 0,75 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 364 739 CHF | 73 948 CHF | 99,27% | 99,27% |
15/11/2024 | 1,33% | 0,73 CHF | 0,74 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 372 298 CHF | 75 460 CHF | 99,27% | 99,27% |
14/11/2024 | 1,27% | 0,76 CHF | 0,77 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 391 916 CHF | 79 383 CHF | 99,27% | 99,27% |
13/11/2024 | 1,21% | 0,81 CHF | 0,82 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 409 330 CHF | 82 866 CHF | 99,27% | 99,27% |
12/11/2024 | 1,21% | 0,83 CHF | 0,84 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 410 329 CHF | 83 066 CHF | 99,25% | 99,25% |
11/11/2024 | 1,29% | 0,77 CHF | 0,78 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 386 100 CHF | 78 220 CHF | 99,27% | 99,27% |
08/11/2024 | 1,31% | 0,79 CHF | 0,80 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 380 454 CHF | 77 091 CHF | 99,25% | 99,25% |
07/11/2024 | 1,48% | 0,67 CHF | 0,68 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 335 000 CHF | 68 000 CHF | 1,12% | 1,12% |