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 | 1,46% | 0,70 CHF | 0,71 CHF | 600 000 | 100 000 | 600 000 | 100 000 | 407 834 CHF | 68 972 CHF | 99,38% | 99,38% |
19/11/2024 | 1,87% | 0,56 CHF | 0,57 CHF | 600 000 | 100 000 | 629 119 | 100 000 | 333 134 CHF | 54 049 CHF | 99,38% | 99,38% |
18/11/2024 | 1,77% | 0,57 CHF | 0,58 CHF | 600 000 | 100 000 | 600 000 | 100 000 | 335 196 CHF | 56 866 CHF | 99,37% | 99,37% |
15/11/2024 | 1,71% | 0,57 CHF | 0,58 CHF | 600 000 | 100 000 | 600 000 | 100 000 | 348 854 CHF | 59 142 CHF | 98,92% | 98,92% |
14/11/2024 | 1,63% | 0,61 CHF | 0,62 CHF | 600 000 | 100 000 | 600 000 | 100 000 | 364 089 CHF | 61 682 CHF | 99,38% | 99,38% |
13/11/2024 | 1,83% | 0,55 CHF | 0,56 CHF | 600 000 | 100 000 | 600 000 | 100 000 | 325 152 CHF | 55 192 CHF | 99,38% | 99,38% |
12/11/2024 | 1,70% | 0,54 CHF | 0,55 CHF | 600 000 | 100 000 | 600 000 | 100 000 | 349 376 CHF | 59 229 CHF | 99,16% | 99,16% |
11/11/2024 | 1,61% | 0,61 CHF | 0,62 CHF | 600 000 | 100 000 | 600 000 | 100 000 | 370 868 CHF | 62 811 CHF | 99,38% | 99,38% |
08/11/2024 | 1,58% | 0,62 CHF | 0,63 CHF | 600 000 | 100 000 | 600 000 | 100 000 | 376 063 CHF | 63 677 CHF | 99,37% | 99,37% |
07/11/2024 | 1,55% | 0,65 CHF | 0,66 CHF | 600 000 | 100 000 | 600 000 | 100 000 | 383 960 CHF | 64 993 CHF | 98,59% | 98,59% |