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 | 1,32% | 0,79 CHF | 0,80 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 225 567 CHF | 76 189 CHF | 99,36% | 99,36% |
19/11/2024 | 1,24% | 0,79 CHF | 0,80 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 240 375 CHF | 81 125 CHF | 99,38% | 99,38% |
18/11/2024 | 1,30% | 0,75 CHF | 0,76 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 230 004 CHF | 77 668 CHF | 96,53% | 96,53% |
15/11/2024 | 1,21% | 0,82 CHF | 0,83 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 246 132 CHF | 83 044 CHF | 99,38% | 99,38% |
14/11/2024 | 1,14% | 0,85 CHF | 0,86 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 262 408 CHF | 88 469 CHF | 99,37% | 99,37% |
13/11/2024 | 1,08% | 0,93 CHF | 0,94 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 277 275 CHF | 93 425 CHF | 96,94% | 96,94% |
12/11/2024 | 1,16% | 0,94 CHF | 0,95 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 256 522 CHF | 86 507 CHF | 96,84% | 96,84% |
11/11/2024 | 1,33% | 0,75 CHF | 0,76 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 223 357 CHF | 75 452 CHF | 99,25% | 99,25% |
08/11/2024 | 1,26% | 0,81 CHF | 0,82 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 237 471 CHF | 80 157 CHF | 99,28% | 99,28% |
07/11/2024 | 1,31% | 0,77 CHF | 0,78 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 227 352 CHF | 76 784 CHF | 98,70% | 98,70% |