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 | 1,11% | 0,89 CHF | 0,90 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 269 598 CHF | 90 866 CHF | 99,25% | 99,25% |
19/11/2024 | 1,12% | 0,90 CHF | 0,91 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 267 569 CHF | 90 190 CHF | 98,68% | 98,68% |
18/11/2024 | 1,15% | 0,88 CHF | 0,89 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 259 710 CHF | 87 570 CHF | 99,37% | 99,37% |
15/11/2024 | 1,23% | 0,86 CHF | 0,87 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 242 208 CHF | 81 736 CHF | 99,39% | 99,39% |
14/11/2024 | 1,25% | 0,81 CHF | 0,82 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 238 464 CHF | 80 488 CHF | 97,37% | 97,37% |
13/11/2024 | 1,30% | 0,77 CHF | 0,78 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 229 569 CHF | 77 523 CHF | 98,99% | 98,99% |
12/11/2024 | 1,29% | 0,77 CHF | 0,78 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 230 923 CHF | 77 975 CHF | 92,63% | 92,63% |
11/11/2024 | 1,24% | 0,80 CHF | 0,81 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 241 365 CHF | 81 455 CHF | 98,54% | 98,54% |
08/11/2024 | 1,41% | 0,76 CHF | 0,77 CHF | 300 000 | 100 000 | 365 577 | 121 859 | 256 792 CHF | 86 816 CHF | 96,97% | 96,97% |
07/11/2024 | 1,54% | 0,67 CHF | 0,68 CHF | 300 000 | 100 000 | 430 267 | 143 422 | 276 028 CHF | 93 443 CHF | 98,58% | 98,58% |