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 | 1,43% | 0,70 CHF | 0,71 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 208 331 CHF | 70 444 CHF | 97,84% | 97,84% |
19/11/2024 | 1,49% | 0,66 CHF | 0,67 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 199 475 CHF | 67 492 CHF | 94,32% | 94,32% |
18/11/2024 | 1,57% | 0,66 CHF | 0,67 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 189 849 CHF | 64 283 CHF | 94,56% | 94,56% |
15/11/2024 | 1,55% | 0,59 CHF | 0,60 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 192 820 CHF | 65 273 CHF | 96,42% | 96,42% |
14/11/2024 | 1,53% | 0,64 CHF | 0,65 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 194 639 CHF | 65 880 CHF | 97,73% | 97,73% |
13/11/2024 | 1,56% | 0,64 CHF | 0,65 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 190 862 CHF | 64 621 CHF | 94,88% | 94,88% |
12/11/2024 | 1,66% | 0,62 CHF | 0,63 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 179 117 CHF | 60 706 CHF | 96,31% | 96,31% |
11/11/2024 | 1,71% | 0,58 CHF | 0,59 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 174 048 CHF | 59 016 CHF | 97,78% | 97,78% |
08/11/2024 | 1,84% | 0,54 CHF | 0,55 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 161 811 CHF | 54 937 CHF | 92,34% | 92,34% |
07/11/2024 | 1,90% | 0,55 CHF | 0,56 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 156 465 CHF | 53 155 CHF | 98,20% | 98,20% |