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 | 1,67% | 0,62 CHF | 0,63 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 178 085 CHF | 60 362 CHF | 99,38% | 99,38% |
19/11/2024 | 1,60% | 0,61 CHF | 0,62 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 185 953 CHF | 62 985 CHF | 99,38% | 99,38% |
18/11/2024 | 1,61% | 0,61 CHF | 0,62 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 184 896 CHF | 62 632 CHF | 99,37% | 99,37% |
15/11/2024 | 1,61% | 0,60 CHF | 0,61 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 185 287 CHF | 62 762 CHF | 99,36% | 99,36% |
14/11/2024 | 1,56% | 0,63 CHF | 0,64 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 191 260 CHF | 64 753 CHF | 99,37% | 99,37% |
13/11/2024 | 1,52% | 0,67 CHF | 0,68 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 195 694 CHF | 66 231 CHF | 99,37% | 99,37% |
12/11/2024 | 1,64% | 0,62 CHF | 0,63 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 181 614 CHF | 61 538 CHF | 99,15% | 99,15% |
11/11/2024 | 1,76% | 0,56 CHF | 0,57 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 168 647 CHF | 57 216 CHF | 99,38% | 99,38% |
08/11/2024 | 1,74% | 0,58 CHF | 0,59 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 171 182 CHF | 58 061 CHF | 99,38% | 99,38% |
07/11/2024 | 1,80% | 0,55 CHF | 0,56 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 165 248 CHF | 56 083 CHF | 98,58% | 98,58% |