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 | 1,09% | 0,89 CHF | 0,90 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 273 191 CHF | 92 064 CHF | 99,20% | 99,20% |
19/11/2024 | 1,12% | 0,88 CHF | 0,89 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 266 932 CHF | 89 977 CHF | 96,30% | 96,30% |
18/11/2024 | 1,10% | 0,91 CHF | 0,92 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 270 508 CHF | 91 169 CHF | 97,22% | 97,22% |
15/11/2024 | 1,08% | 0,90 CHF | 0,91 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 277 175 CHF | 93 392 CHF | 95,37% | 95,37% |
14/11/2024 | 0,92% | 1,03 CHF | 1,04 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 325 955 CHF | 109 652 CHF | 99,48% | 99,48% |
13/11/2024 | 0,93% | 1,15 CHF | 1,16 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 321 516 CHF | 108 172 CHF | 99,07% | 99,07% |
12/11/2024 | 0,91% | 1,03 CHF | 1,04 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 329 307 CHF | 110 769 CHF | 99,37% | 99,37% |
11/11/2024 | 0,86% | 1,10 CHF | 1,11 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 346 546 CHF | 116 515 CHF | 96,30% | 96,30% |
08/11/2024 | 1,03% | 1,08 CHF | 1,09 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 288 882 CHF | 97 294 CHF | 96,76% | 96,76% |
07/11/2024 | 0,98% | 0,95 CHF | 0,96 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 305 940 CHF | 102 980 CHF | 98,59% | 98,59% |