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 | 1,90% | 0,50 CHF | 0,51 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 156 299 CHF | 53 100 CHF | 88,89% | 88,89% |
19/11/2024 | 2,01% | 0,48 CHF | 0,49 CHF | 300 000 | 100 000 | 300 129 | 100 043 | 148 512 CHF | 50 504 CHF | 95,10% | 95,10% |
18/11/2024 | 1,85% | 0,55 CHF | 0,56 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 160 323 CHF | 54 441 CHF | 94,41% | 94,41% |
15/11/2024 | 1,86% | 0,54 CHF | 0,55 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 160 100 CHF | 54 367 CHF | 93,20% | 93,20% |
14/11/2024 | 1,96% | 0,52 CHF | 0,53 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 151 577 CHF | 51 526 CHF | 97,47% | 97,47% |
13/11/2024 | 1,89% | 0,49 CHF | 0,50 CHF | 300 000 | 100 000 | 309 813 | 103 271 | 162 365 CHF | 55 154 CHF | 98,68% | 98,68% |
12/11/2024 | 1,90% | 0,48 CHF | 0,49 CHF | 450 000 | 150 000 | 318 766 | 106 255 | 165 776 CHF | 56 321 CHF | 95,23% | 95,23% |
11/11/2024 | 1,66% | 0,59 CHF | 0,60 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 178 930 CHF | 60 643 CHF | 95,46% | 95,46% |
08/11/2024 | 1,76% | 0,55 CHF | 0,56 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 168 612 CHF | 57 204 CHF | 96,56% | 96,56% |
07/11/2024 | 1,65% | 0,60 CHF | 0,61 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 181 019 CHF | 61 340 CHF | 97,47% | 97,47% |