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 | 1,29% | 0,79 CHF | 0,80 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 230 848 CHF | 77 950 CHF | 98,87% | 98,87% |
19/11/2024 | 1,29% | 0,76 CHF | 0,77 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 231 147 CHF | 78 049 CHF | 90,63% | 90,63% |
18/11/2024 | 1,34% | 0,72 CHF | 0,73 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 221 693 CHF | 74 898 CHF | 96,34% | 96,34% |
15/11/2024 | 1,33% | 0,75 CHF | 0,76 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 223 662 CHF | 75 554 CHF | 98,34% | 98,34% |
14/11/2024 | 1,24% | 0,77 CHF | 0,78 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 240 869 CHF | 81 290 CHF | 98,90% | 98,90% |
13/11/2024 | 1,20% | 0,85 CHF | 0,86 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 248 519 CHF | 83 840 CHF | 96,28% | 96,28% |
12/11/2024 | 1,33% | 0,79 CHF | 0,80 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 224 065 CHF | 75 688 CHF | 96,07% | 96,07% |
11/11/2024 | 1,38% | 0,72 CHF | 0,73 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 215 468 CHF | 72 823 CHF | 98,72% | 98,72% |
08/11/2024 | 1,34% | 0,74 CHF | 0,75 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 221 679 CHF | 74 893 CHF | 98,85% | 98,85% |
07/11/2024 | 1,32% | 0,74 CHF | 0,75 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 225 869 CHF | 76 290 CHF | 98,17% | 98,17% |