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 | 1,42% | 0,76 CHF | 0,77 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 210 449 CHF | 71 150 CHF | 98,67% | 98,67% |
19/11/2024 | 1,42% | 0,70 CHF | 0,71 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 209 589 CHF | 70 863 CHF | 98,59% | 98,59% |
18/11/2024 | 1,60% | 0,61 CHF | 0,62 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 186 333 CHF | 63 111 CHF | 98,66% | 98,66% |
15/11/2024 | 1,51% | 0,65 CHF | 0,66 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 197 078 CHF | 66 693 CHF | 98,27% | 98,27% |
14/11/2024 | 1,34% | 0,70 CHF | 0,71 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 222 371 CHF | 75 124 CHF | 97,77% | 97,77% |
13/11/2024 | 1,23% | 0,83 CHF | 0,84 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 242 808 CHF | 81 936 CHF | 98,90% | 98,90% |
12/11/2024 | 1,47% | 0,75 CHF | 0,76 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 202 860 CHF | 68 620 CHF | 98,48% | 98,48% |
11/11/2024 | 1,43% | 0,66 CHF | 0,67 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 208 503 CHF | 70 501 CHF | 98,95% | 98,95% |
08/11/2024 | 1,40% | 0,74 CHF | 0,75 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 212 516 CHF | 71 839 CHF | 97,90% | 97,90% |
07/11/2024 | 1,62% | 0,57 CHF | 0,58 CHF | 300 000 | 100 000 | 305 257 | 101 752 | 187 405 CHF | 63 486 CHF | 98,02% | 98,02% |