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 | 1,54% | 0,65 CHF | 0,66 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 192 994 CHF | 65 331 CHF | 99,38% | 99,38% |
19/11/2024 | 1,58% | 0,66 CHF | 0,67 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 188 580 CHF | 63 860 CHF | 99,37% | 99,37% |
18/11/2024 | 1,67% | 0,63 CHF | 0,64 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 178 225 CHF | 60 408 CHF | 99,38% | 99,38% |
15/11/2024 | 1,78% | 0,52 CHF | 0,53 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 167 321 CHF | 56 774 CHF | 99,36% | 99,36% |
14/11/2024 | 1,35% | 0,77 CHF | 0,78 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 220 436 CHF | 74 479 CHF | 99,37% | 99,37% |
13/11/2024 | 1,41% | 0,74 CHF | 0,75 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 211 920 CHF | 71 640 CHF | 99,38% | 99,38% |
12/11/2024 | 1,40% | 0,71 CHF | 0,72 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 213 810 CHF | 72 270 CHF | 99,15% | 99,15% |
11/11/2024 | 1,33% | 0,74 CHF | 0,75 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 224 980 CHF | 75 993 CHF | 99,38% | 99,38% |
08/11/2024 | 1,35% | 0,74 CHF | 0,75 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 220 173 CHF | 74 391 CHF | 99,37% | 99,37% |
07/11/2024 | 1,45% | 0,69 CHF | 0,70 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 205 225 CHF | 69 408 CHF | 98,58% | 98,58% |