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% | 0,91 CHF | 0,92 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 670 448 CHF | 90 393 CHF | 96,58% | 96,58% |
19/11/2024 | 1,13% | 0,88 CHF | 0,89 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 659 388 CHF | 88 918 CHF | 97,44% | 97,44% |
18/11/2024 | 1,15% | 0,87 CHF | 0,88 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 648 984 CHF | 87 531 CHF | 92,51% | 92,51% |
15/11/2024 | 1,17% | 0,87 CHF | 0,88 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 638 495 CHF | 86 133 CHF | 97,24% | 97,24% |
14/11/2024 | 1,16% | 0,85 CHF | 0,86 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 645 514 CHF | 87 069 CHF | 98,36% | 98,36% |
13/11/2024 | 1,10% | 0,90 CHF | 0,91 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 675 148 CHF | 91 020 CHF | 93,06% | 93,06% |
12/11/2024 | 1,14% | 0,90 CHF | 0,91 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 655 641 CHF | 88 419 CHF | 96,28% | 96,28% |
11/11/2024 | 1,17% | 0,86 CHF | 0,87 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 638 141 CHF | 86 086 CHF | 91,02% | 91,02% |
08/11/2024 | 1,15% | 0,86 CHF | 0,87 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 646 120 CHF | 87 149 CHF | 92,19% | 92,19% |
07/11/2024 | 1,16% | 0,86 CHF | 0,87 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 644 576 CHF | 86 944 CHF | 98,68% | 98,68% |