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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 1,49% | 0,68 CHF | 0,69 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 199 645 CHF | 67 548 CHF | 99,16% | 99,16% |
20/11/2024 | 1,55% | 0,67 CHF | 0,68 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 191 991 CHF | 64 997 CHF | 99,17% | 99,17% |
19/11/2024 | 1,72% | 0,62 CHF | 0,63 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 173 544 CHF | 58 848 CHF | 99,17% | 99,17% |
18/11/2024 | 1,58% | 0,62 CHF | 0,63 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 187 921 CHF | 63 640 CHF | 99,22% | 99,22% |
15/11/2024 | 1,50% | 0,66 CHF | 0,67 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 198 757 CHF | 67 252 CHF | 99,16% | 99,16% |
14/11/2024 | 1,55% | 0,65 CHF | 0,66 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 192 389 CHF | 65 130 CHF | 99,15% | 99,15% |
13/11/2024 | 1,82% | 0,55 CHF | 0,56 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 163 499 CHF | 55 500 CHF | 99,16% | 99,16% |
12/11/2024 | 1,69% | 0,57 CHF | 0,58 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 176 131 CHF | 59 710 CHF | 99,16% | 99,16% |
11/11/2024 | 1,67% | 0,61 CHF | 0,62 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 178 595 CHF | 60 532 CHF | 99,17% | 99,17% |
08/11/2024 | 1,79% | 0,56 CHF | 0,57 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 165 763 CHF | 56 254 CHF | 99,16% | 99,16% |