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 | 1,27% | 0,82 CHF | 0,83 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 234 792 CHF | 79 264 CHF | 99,33% | 99,33% |
19/11/2024 | 1,26% | 0,81 CHF | 0,82 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 236 359 CHF | 79 786 CHF | 99,34% | 99,34% |
18/11/2024 | 1,26% | 0,82 CHF | 0,83 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 236 948 CHF | 79 983 CHF | 94,64% | 94,64% |
15/11/2024 | 1,06% | 0,87 CHF | 0,88 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 282 649 CHF | 95 216 CHF | 99,36% | 99,36% |
14/11/2024 | 1,00% | 0,98 CHF | 0,99 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 299 760 CHF | 100 920 CHF | 99,35% | 99,35% |
13/11/2024 | 0,94% | 1,01 CHF | 1,02 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 316 447 CHF | 106 482 CHF | 93,58% | 93,58% |
12/11/2024 | 0,83% | 1,16 CHF | 1,17 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 358 247 CHF | 120 416 CHF | 96,79% | 96,79% |
11/11/2024 | 0,85% | 1,25 CHF | 1,26 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 353 426 CHF | 118 809 CHF | 99,38% | 99,38% |
08/11/2024 | 0,84% | 1,13 CHF | 1,14 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 356 543 CHF | 119 848 CHF | 90,82% | 90,82% |
07/11/2024 | 0,96% | 1,17 CHF | 1,18 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 311 148 CHF | 104 716 CHF | 88,27% | 88,27% |