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 | 1,59% | 0,64 CHF | 0,65 CHF | 600 000 | 100 000 | 600 000 | 100 000 | 374 724 CHF | 63 454 CHF | 99,38% | 99,38% |
19/11/2024 | 2,09% | 0,50 CHF | 0,51 CHF | 600 000 | 100 000 | 600 000 | 100 000 | 285 048 CHF | 48 508 CHF | 99,38% | 99,38% |
18/11/2024 | 1,96% | 0,51 CHF | 0,52 CHF | 600 000 | 100 000 | 600 000 | 100 000 | 303 320 CHF | 51 553 CHF | 99,38% | 99,38% |
15/11/2024 | 1,87% | 0,52 CHF | 0,53 CHF | 600 000 | 100 000 | 600 000 | 100 000 | 317 715 CHF | 53 953 CHF | 98,91% | 98,91% |
14/11/2024 | 1,78% | 0,56 CHF | 0,57 CHF | 600 000 | 100 000 | 600 000 | 100 000 | 334 096 CHF | 56 683 CHF | 99,38% | 99,38% |
13/11/2024 | 2,02% | 0,50 CHF | 0,51 CHF | 600 000 | 100 000 | 600 000 | 100 000 | 293 596 CHF | 49 933 CHF | 99,38% | 99,38% |
12/11/2024 | 1,87% | 0,48 CHF | 0,49 CHF | 600 000 | 100 000 | 600 000 | 100 000 | 318 920 CHF | 54 153 CHF | 99,16% | 99,16% |
11/11/2024 | 1,74% | 0,56 CHF | 0,57 CHF | 600 000 | 100 000 | 600 000 | 100 000 | 341 061 CHF | 57 844 CHF | 99,38% | 99,38% |
08/11/2024 | 1,72% | 0,57 CHF | 0,58 CHF | 600 000 | 100 000 | 600 000 | 100 000 | 346 089 CHF | 58 682 CHF | 99,38% | 99,38% |
07/11/2024 | 1,67% | 0,60 CHF | 0,61 CHF | 600 000 | 100 000 | 600 000 | 100 000 | 355 647 CHF | 60 274 CHF | 98,58% | 98,58% |