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 | 1,41% | 0,69 CHF | 0,70 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 211 813 CHF | 71 605 CHF | 97,81% | 97,81% |
19/11/2024 | 1,35% | 0,74 CHF | 0,75 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 220 155 CHF | 74 385 CHF | 94,33% | 94,33% |
18/11/2024 | 1,29% | 0,75 CHF | 0,76 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 231 328 CHF | 78 109 CHF | 94,49% | 94,49% |
15/11/2024 | 1,30% | 0,82 CHF | 0,83 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 229 790 CHF | 77 597 CHF | 96,45% | 96,45% |
14/11/2024 | 1,31% | 0,77 CHF | 0,78 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 227 483 CHF | 76 828 CHF | 97,74% | 97,74% |
13/11/2024 | 1,29% | 0,76 CHF | 0,77 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 231 447 CHF | 78 149 CHF | 94,99% | 94,99% |
12/11/2024 | 1,23% | 0,79 CHF | 0,80 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 243 261 CHF | 82 087 CHF | 96,32% | 96,32% |
11/11/2024 | 1,20% | 0,83 CHF | 0,84 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 248 930 CHF | 83 977 CHF | 97,80% | 97,80% |
08/11/2024 | 1,14% | 0,87 CHF | 0,88 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 262 381 CHF | 88 460 CHF | 92,38% | 92,38% |
07/11/2024 | 1,11% | 0,87 CHF | 0,88 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 269 447 CHF | 90 816 CHF | 98,21% | 98,21% |