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 | 1,78% | 0,57 CHF | 0,58 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 167 124 CHF | 56 708 CHF | 99,07% | 99,07% |
19/11/2024 | 1,67% | 0,55 CHF | 0,56 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 179 117 CHF | 60 706 CHF | 98,92% | 98,92% |
18/11/2024 | 1,85% | 0,52 CHF | 0,53 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 161 071 CHF | 54 690 CHF | 97,16% | 97,16% |
15/11/2024 | 1,81% | 0,53 CHF | 0,54 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 164 824 CHF | 55 941 CHF | 99,45% | 99,45% |
14/11/2024 | 1,51% | 0,64 CHF | 0,65 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 198 628 CHF | 67 210 CHF | 99,44% | 99,44% |
13/11/2024 | 1,28% | 0,80 CHF | 0,81 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 233 382 CHF | 78 794 CHF | 96,95% | 96,95% |
12/11/2024 | 1,45% | 0,80 CHF | 0,81 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 205 663 CHF | 69 554 CHF | 96,78% | 96,78% |
11/11/2024 | 1,73% | 0,59 CHF | 0,60 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 172 467 CHF | 58 489 CHF | 98,57% | 98,57% |
08/11/2024 | 1,71% | 0,58 CHF | 0,59 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 174 224 CHF | 59 075 CHF | 93,39% | 93,39% |
07/11/2024 | 2,04% | 0,45 CHF | 0,46 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 146 531 CHF | 49 844 CHF | 98,69% | 98,69% |