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 | 1,06% | 0,94 CHF | 0,95 CHF | 225 000 | 100 000 | 225 276 | 100 000 | 211 436 CHF | 94 860 CHF | 98,83% | 98,83% |
19/11/2024 | 1,06% | 0,95 CHF | 0,96 CHF | 225 000 | 100 000 | 236 386 | 100 000 | 220 684 CHF | 94 487 CHF | 99,17% | 99,17% |
18/11/2024 | 1,11% | 0,89 CHF | 0,90 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 269 831 CHF | 90 944 CHF | 99,22% | 99,22% |
15/11/2024 | 1,18% | 0,86 CHF | 0,87 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 252 217 CHF | 85 072 CHF | 99,16% | 99,16% |
14/11/2024 | 1,22% | 0,81 CHF | 0,82 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 244 111 CHF | 82 370 CHF | 99,16% | 99,16% |
13/11/2024 | 1,21% | 0,83 CHF | 0,84 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 246 247 CHF | 83 082 CHF | 98,95% | 98,95% |
12/11/2024 | 1,28% | 0,82 CHF | 0,83 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 232 339 CHF | 78 446 CHF | 99,15% | 99,15% |
11/11/2024 | 1,45% | 0,69 CHF | 0,70 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 205 487 CHF | 69 496 CHF | 99,16% | 99,16% |
08/11/2024 | 1,32% | 0,73 CHF | 0,74 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 226 151 CHF | 76 384 CHF | 99,16% | 99,16% |
07/11/2024 | 1,36% | 0,74 CHF | 0,75 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 219 377 CHF | 74 126 CHF | 97,77% | 97,77% |