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 | 1,22% | 0,86 CHF | 0,87 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 245 173 CHF | 82 724 CHF | 99,35% | 99,35% |
19/11/2024 | 1,15% | 0,83 CHF | 0,84 CHF | 300 000 | 100 000 | 165 180 | 85 102 | 141 963 CHF | 74 362 CHF | 98,83% | 98,83% |
18/11/2024 | 1,12% | 0,87 CHF | 0,88 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 66 778 CHF | 67 528 CHF | 97,55% | 97,55% |
15/11/2024 | 1,13% | 0,93 CHF | 0,94 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 65 792 CHF | 66 542 CHF | 99,36% | 99,36% |
14/11/2024 | 1,24% | 0,85 CHF | 0,86 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 60 026 CHF | 60 776 CHF | 99,34% | 99,34% |
13/11/2024 | 1,32% | 0,78 CHF | 0,79 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 56 663 CHF | 57 413 CHF | 94,83% | 94,83% |
12/11/2024 | 1,29% | 0,77 CHF | 0,78 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 57 627 CHF | 58 377 CHF | 94,10% | 94,10% |
11/11/2024 | 1,27% | 0,77 CHF | 0,78 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 58 817 CHF | 59 567 CHF | 98,53% | 98,53% |
08/11/2024 | 1,31% | 0,78 CHF | 0,79 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 56 930 CHF | 57 680 CHF | 90,80% | 90,80% |
07/11/2024 | 1,24% | 0,78 CHF | 0,79 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 60 234 CHF | 60 984 CHF | 98,66% | 98,66% |