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 | 1,15% | 0,83 CHF | 0,84 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 260 064 CHF | 87 688 CHF | 99,36% | 99,36% |
19/11/2024 | 1,22% | 0,84 CHF | 0,85 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 245 011 CHF | 82 670 CHF | 99,37% | 99,37% |
18/11/2024 | 1,16% | 0,88 CHF | 0,89 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 257 216 CHF | 86 739 CHF | 96,59% | 96,59% |
15/11/2024 | 1,23% | 0,82 CHF | 0,83 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 243 309 CHF | 82 103 CHF | 99,38% | 99,38% |
14/11/2024 | 1,32% | 0,79 CHF | 0,80 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 226 596 CHF | 76 532 CHF | 99,37% | 99,37% |
13/11/2024 | 1,41% | 0,70 CHF | 0,71 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 212 215 CHF | 71 738 CHF | 96,85% | 96,85% |
12/11/2024 | 1,28% | 0,70 CHF | 0,71 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 232 949 CHF | 78 650 CHF | 96,83% | 96,83% |
11/11/2024 | 1,12% | 0,88 CHF | 0,89 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 267 061 CHF | 90 021 CHF | 99,25% | 99,25% |
08/11/2024 | 1,17% | 0,83 CHF | 0,84 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 255 009 CHF | 86 003 CHF | 99,28% | 99,28% |
07/11/2024 | 1,12% | 0,88 CHF | 0,89 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 267 247 CHF | 90 082 CHF | 98,69% | 98,69% |