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 | 1,18% | 0,82 CHF | 0,83 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 630 559 CHF | 212 686 CHF | 99,37% | 99,37% |
19/11/2024 | 1,23% | 0,80 CHF | 0,81 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 608 088 CHF | 205 196 CHF | 99,37% | 99,37% |
18/11/2024 | 1,24% | 0,82 CHF | 0,83 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 603 155 CHF | 203 552 CHF | 99,25% | 99,25% |
15/11/2024 | 1,32% | 0,77 CHF | 0,78 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 566 304 CHF | 191 268 CHF | 99,38% | 99,38% |
14/11/2024 | 1,40% | 0,74 CHF | 0,75 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 532 071 CHF | 179 857 CHF | 99,36% | 99,36% |
13/11/2024 | 1,41% | 0,70 CHF | 0,71 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 529 367 CHF | 178 956 CHF | 99,37% | 99,37% |
12/11/2024 | 1,34% | 0,72 CHF | 0,73 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 554 814 CHF | 187 438 CHF | 99,37% | 99,37% |
11/11/2024 | 1,27% | 0,78 CHF | 0,79 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 587 216 CHF | 198 239 CHF | 99,37% | 99,37% |
08/11/2024 | 1,35% | 0,75 CHF | 0,76 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 551 033 CHF | 186 178 CHF | 99,37% | 99,37% |
07/11/2024 | 1,30% | 0,75 CHF | 0,76 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 575 411 CHF | 194 304 CHF | 98,36% | 98,36% |