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 | 1,08% | 0,85 CHF | 0,86 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 276 173 CHF | 93 058 CHF | 99,17% | 99,17% |
19/11/2024 | 1,11% | 0,88 CHF | 0,89 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 270 029 CHF | 91 010 CHF | 99,16% | 99,16% |
18/11/2024 | 1,23% | 0,81 CHF | 0,82 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 241 990 CHF | 81 663 CHF | 99,21% | 99,21% |
15/11/2024 | 1,23% | 0,81 CHF | 0,82 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 242 896 CHF | 81 965 CHF | 99,17% | 99,17% |
14/11/2024 | 1,23% | 0,82 CHF | 0,83 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 242 473 CHF | 81 824 CHF | 99,15% | 99,15% |
13/11/2024 | 1,30% | 0,79 CHF | 0,80 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 229 237 CHF | 77 412 CHF | 99,16% | 99,16% |
12/11/2024 | 1,21% | 0,82 CHF | 0,83 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 245 651 CHF | 82 884 CHF | 99,17% | 99,17% |
11/11/2024 | 1,28% | 0,78 CHF | 0,79 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 232 880 CHF | 78 627 CHF | 99,16% | 99,16% |
08/11/2024 | 1,44% | 0,75 CHF | 0,76 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 207 663 CHF | 70 221 CHF | 99,17% | 99,17% |
07/11/2024 | 1,45% | 0,66 CHF | 0,67 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 204 765 CHF | 69 255 CHF | 98,18% | 98,18% |