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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 1,16% | 0,88 CHF | 0,89 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 256 327 CHF | 86 442 CHF | 99,16% | 99,16% |
20/11/2024 | 1,20% | 0,85 CHF | 0,86 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 247 772 CHF | 83 591 CHF | 99,16% | 99,16% |
19/11/2024 | 1,31% | 0,80 CHF | 0,81 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 227 085 CHF | 76 695 CHF | 99,17% | 99,17% |
18/11/2024 | 1,23% | 0,80 CHF | 0,81 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 242 992 CHF | 81 997 CHF | 99,22% | 99,22% |
15/11/2024 | 1,18% | 0,85 CHF | 0,86 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 253 266 CHF | 85 422 CHF | 99,16% | 99,16% |
14/11/2024 | 1,21% | 0,83 CHF | 0,84 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 247 310 CHF | 83 437 CHF | 99,15% | 99,15% |
13/11/2024 | 1,38% | 0,73 CHF | 0,74 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 216 560 CHF | 73 187 CHF | 99,16% | 99,16% |
12/11/2024 | 1,30% | 0,75 CHF | 0,76 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 229 725 CHF | 77 575 CHF | 99,15% | 99,15% |
11/11/2024 | 1,28% | 0,78 CHF | 0,79 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 232 615 CHF | 78 538 CHF | 99,16% | 99,16% |
08/11/2024 | 1,37% | 0,74 CHF | 0,75 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 218 148 CHF | 73 716 CHF | 99,16% | 99,16% |