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 | 1,35% | 0,70 CHF | 0,71 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 221 451 CHF | 74 817 CHF | 97,43% | 97,43% |
19/11/2024 | 1,37% | 0,71 CHF | 0,72 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 217 763 CHF | 73 588 CHF | 87,55% | 87,55% |
18/11/2024 | 1,27% | 0,77 CHF | 0,78 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 235 109 CHF | 79 370 CHF | 96,23% | 96,23% |
15/11/2024 | 1,25% | 0,78 CHF | 0,79 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 238 502 CHF | 80 501 CHF | 96,64% | 96,64% |
14/11/2024 | 1,20% | 0,84 CHF | 0,85 CHF | 300 000 | 100 000 | 299 999 | 100 000 | 248 607 CHF | 83 869 CHF | 90,95% | 90,95% |
13/11/2024 | 1,22% | 0,82 CHF | 0,83 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 244 546 CHF | 82 515 CHF | 83,95% | 83,95% |
12/11/2024 | 1,07% | 0,89 CHF | 0,90 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 278 323 CHF | 93 775 CHF | 99,35% | 99,35% |
11/11/2024 | 1,04% | 0,95 CHF | 0,96 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 285 942 CHF | 96 314 CHF | 96,65% | 96,65% |
08/11/2024 | 0,97% | 0,93 CHF | 0,94 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 309 856 CHF | 104 285 CHF | 99,35% | 99,35% |
07/11/2024 | 0,82% | 1,10 CHF | 1,11 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 365 978 CHF | 122 993 CHF | 69,13% | 69,13% |