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 | 1,61% | 0,61 CHF | 0,62 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 185 168 CHF | 62 723 CHF | 97,83% | 97,83% |
19/11/2024 | 1,54% | 0,65 CHF | 0,66 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 193 558 CHF | 65 519 CHF | 94,32% | 94,32% |
18/11/2024 | 1,46% | 0,66 CHF | 0,67 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 204 464 CHF | 69 155 CHF | 94,58% | 94,58% |
15/11/2024 | 1,47% | 0,73 CHF | 0,74 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 202 966 CHF | 68 655 CHF | 96,42% | 96,42% |
14/11/2024 | 1,48% | 0,68 CHF | 0,69 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 200 735 CHF | 67 912 CHF | 97,73% | 97,73% |
13/11/2024 | 1,46% | 0,67 CHF | 0,68 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 204 730 CHF | 69 243 CHF | 94,88% | 94,88% |
12/11/2024 | 1,38% | 0,70 CHF | 0,71 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 216 426 CHF | 73 142 CHF | 96,41% | 96,41% |
11/11/2024 | 1,34% | 0,74 CHF | 0,75 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 222 176 CHF | 75 059 CHF | 97,79% | 97,79% |
08/11/2024 | 1,27% | 0,78 CHF | 0,79 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 235 508 CHF | 79 503 CHF | 92,37% | 92,37% |
07/11/2024 | 1,23% | 0,78 CHF | 0,79 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 242 508 CHF | 81 836 CHF | 98,21% | 98,21% |