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 | 1,31% | 0,77 CHF | 0,78 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 228 337 CHF | 77 113 CHF | 99,38% | 99,38% |
19/11/2024 | 1,34% | 0,77 CHF | 0,78 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 223 134 CHF | 75 378 CHF | 99,37% | 99,37% |
18/11/2024 | 1,44% | 0,72 CHF | 0,73 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 207 783 CHF | 70 261 CHF | 99,38% | 99,38% |
15/11/2024 | 1,50% | 0,63 CHF | 0,64 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 198 813 CHF | 67 271 CHF | 99,36% | 99,36% |
14/11/2024 | 1,22% | 0,86 CHF | 0,87 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 245 165 CHF | 82 722 CHF | 99,38% | 99,38% |
13/11/2024 | 1,26% | 0,83 CHF | 0,84 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 236 200 CHF | 79 733 CHF | 99,38% | 99,38% |
12/11/2024 | 1,25% | 0,80 CHF | 0,81 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 238 288 CHF | 80 429 CHF | 99,15% | 99,15% |
11/11/2024 | 1,20% | 0,82 CHF | 0,83 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 249 059 CHF | 84 020 CHF | 99,38% | 99,38% |
08/11/2024 | 1,22% | 0,82 CHF | 0,83 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 243 739 CHF | 82 246 CHF | 99,37% | 99,37% |
07/11/2024 | 1,30% | 0,77 CHF | 0,78 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 229 802 CHF | 77 601 CHF | 98,58% | 98,58% |