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 | 1,15% | 0,84 CHF | 0,85 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 260 129 CHF | 87 710 CHF | 98,65% | 98,65% |
19/11/2024 | 1,21% | 0,83 CHF | 0,84 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 246 497 CHF | 83 166 CHF | 96,64% | 96,64% |
18/11/2024 | 1,21% | 0,84 CHF | 0,85 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 246 731 CHF | 83 244 CHF | 96,89% | 96,89% |
15/11/2024 | 1,21% | 0,82 CHF | 0,83 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 245 744 CHF | 82 915 CHF | 95,45% | 95,45% |
14/11/2024 | 1,28% | 0,81 CHF | 0,82 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 234 011 CHF | 79 004 CHF | 98,48% | 98,48% |
13/11/2024 | 1,28% | 0,77 CHF | 0,78 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 233 426 CHF | 78 809 CHF | 98,17% | 98,17% |
12/11/2024 | 1,20% | 0,77 CHF | 0,78 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 249 365 CHF | 84 122 CHF | 98,94% | 98,94% |
11/11/2024 | 1,09% | 0,90 CHF | 0,91 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 274 162 CHF | 92 387 CHF | 97,88% | 97,88% |
08/11/2024 | 1,22% | 0,79 CHF | 0,80 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 244 749 CHF | 82 583 CHF | 98,84% | 98,84% |
07/11/2024 | 1,22% | 0,84 CHF | 0,85 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 246 285 CHF | 83 095 CHF | 98,28% | 98,28% |