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 | 1,82% | 0,54 CHF | 0,55 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 271 716 CHF | 55 343 CHF | 99,27% | 99,27% |
19/11/2024 | 1,97% | 0,51 CHF | 0,52 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 251 312 CHF | 51 262 CHF | 99,27% | 99,27% |
18/11/2024 | 1,93% | 0,52 CHF | 0,53 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 256 955 CHF | 52 391 CHF | 99,27% | 99,27% |
15/11/2024 | 1,85% | 0,52 CHF | 0,53 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 268 429 CHF | 54 686 CHF | 99,27% | 99,27% |
14/11/2024 | 1,88% | 0,53 CHF | 0,54 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 263 885 CHF | 53 777 CHF | 99,27% | 99,27% |
13/11/2024 | 1,91% | 0,50 CHF | 0,51 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 260 053 CHF | 53 011 CHF | 99,27% | 99,27% |
12/11/2024 | 1,84% | 0,51 CHF | 0,52 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 269 257 CHF | 54 851 CHF | 99,25% | 99,25% |
11/11/2024 | 1,72% | 0,58 CHF | 0,59 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 287 798 CHF | 58 560 CHF | 99,27% | 99,27% |
08/11/2024 | 1,74% | 0,58 CHF | 0,59 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 284 968 CHF | 57 994 CHF | 99,25% | 99,25% |
07/11/2024 | 1,80% | 0,55 CHF | 0,56 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 275 000 CHF | 56 000 CHF | 1,12% | 1,12% |