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 | 250 000 | 100 000 | 250 000 | 100 000 | 216 959 CHF | 87 784 CHF | 99,17% | 99,17% |
19/11/2024 | 1,20% | 0,84 CHF | 0,85 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 207 020 CHF | 83 808 CHF | 99,17% | 99,17% |
18/11/2024 | 1,16% | 0,87 CHF | 0,88 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 214 935 CHF | 86 974 CHF | 99,23% | 99,23% |
15/11/2024 | 1,17% | 0,81 CHF | 0,82 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 211 685 CHF | 85 674 CHF | 99,17% | 99,17% |
14/11/2024 | 1,13% | 0,88 CHF | 0,89 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 220 425 CHF | 89 170 CHF | 99,16% | 99,16% |
13/11/2024 | 1,14% | 0,86 CHF | 0,87 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 218 194 CHF | 88 278 CHF | 99,17% | 99,17% |
12/11/2024 | 1,07% | 0,91 CHF | 0,92 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 232 689 CHF | 94 076 CHF | 99,16% | 99,16% |
11/11/2024 | 1,02% | 0,98 CHF | 0,99 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 244 957 CHF | 98 983 CHF | 99,17% | 99,17% |
08/11/2024 | 1,08% | 0,93 CHF | 0,94 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 230 400 CHF | 93 160 CHF | 99,17% | 99,17% |
07/11/2024 | 1,07% | 0,90 CHF | 0,91 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 231 743 CHF | 93 697 CHF | 98,06% | 98,06% |