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 | 1,26% | 0,76 CHF | 0,77 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 236 403 CHF | 79 801 CHF | 98,19% | 98,19% |
19/11/2024 | 1,34% | 0,75 CHF | 0,76 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 222 573 CHF | 75 191 CHF | 96,39% | 96,39% |
18/11/2024 | 1,33% | 0,76 CHF | 0,77 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 223 259 CHF | 75 420 CHF | 96,95% | 96,95% |
15/11/2024 | 1,34% | 0,75 CHF | 0,76 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 222 809 CHF | 75 270 CHF | 95,45% | 95,45% |
14/11/2024 | 1,41% | 0,74 CHF | 0,75 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 212 267 CHF | 71 756 CHF | 98,45% | 98,45% |
13/11/2024 | 1,41% | 0,70 CHF | 0,71 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 211 531 CHF | 71 510 CHF | 98,20% | 98,20% |
12/11/2024 | 1,31% | 0,70 CHF | 0,71 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 227 931 CHF | 76 977 CHF | 98,94% | 98,94% |
11/11/2024 | 1,18% | 0,83 CHF | 0,84 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 253 490 CHF | 85 497 CHF | 97,87% | 97,87% |
08/11/2024 | 1,34% | 0,72 CHF | 0,73 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 222 956 CHF | 75 319 CHF | 98,83% | 98,83% |
07/11/2024 | 1,34% | 0,77 CHF | 0,78 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 224 279 CHF | 75 760 CHF | 98,29% | 98,29% |