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 | 1,33% | 0,74 CHF | 0,75 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 224 146 CHF | 75 715 CHF | 97,70% | 97,70% |
19/11/2024 | 1,37% | 0,72 CHF | 0,73 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 217 788 CHF | 73 596 CHF | 96,75% | 96,75% |
18/11/2024 | 1,34% | 0,74 CHF | 0,75 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 221 670 CHF | 74 890 CHF | 97,61% | 97,61% |
15/11/2024 | 1,30% | 0,74 CHF | 0,75 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 228 502 CHF | 77 167 CHF | 95,64% | 95,64% |
14/11/2024 | 1,06% | 0,88 CHF | 0,89 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 282 290 CHF | 95 097 CHF | 99,19% | 99,19% |
13/11/2024 | 1,07% | 1,01 CHF | 1,02 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 278 467 CHF | 93 822 CHF | 98,77% | 98,77% |
12/11/2024 | 1,04% | 0,88 CHF | 0,89 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 286 507 CHF | 96 502 CHF | 99,34% | 99,34% |
11/11/2024 | 0,98% | 0,96 CHF | 0,97 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 304 842 CHF | 102 614 CHF | 96,31% | 96,31% |
08/11/2024 | 1,23% | 0,94 CHF | 0,95 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 243 327 CHF | 82 109 CHF | 96,76% | 96,76% |
07/11/2024 | 1,14% | 0,80 CHF | 0,81 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 261 002 CHF | 88 001 CHF | 98,65% | 98,65% |