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 | 1,65% | 0,59 CHF | 0,60 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 180 111 CHF | 61 037 CHF | 99,37% | 99,37% |
19/11/2024 | 1,49% | 0,65 CHF | 0,66 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 199 209 CHF | 67 403 CHF | 99,38% | 99,38% |
18/11/2024 | 1,47% | 0,70 CHF | 0,71 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 202 089 CHF | 68 363 CHF | 97,43% | 97,43% |
15/11/2024 | 1,55% | 0,66 CHF | 0,67 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 192 060 CHF | 65 020 CHF | 93,30% | 93,30% |
14/11/2024 | 1,71% | 0,62 CHF | 0,63 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 174 326 CHF | 59 109 CHF | 99,37% | 99,37% |
13/11/2024 | 1,84% | 0,57 CHF | 0,58 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 161 859 CHF | 54 953 CHF | 97,07% | 97,07% |
12/11/2024 | 2,00% | 0,55 CHF | 0,56 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 148 782 CHF | 50 594 CHF | 96,96% | 96,96% |
11/11/2024 | 2,02% | 0,52 CHF | 0,53 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 146 909 CHF | 49 970 CHF | 99,35% | 99,35% |
08/11/2024 | 2,05% | 0,53 CHF | 0,54 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 145 116 CHF | 49 372 CHF | 99,24% | 99,24% |
07/11/2024 | 2,16% | 0,48 CHF | 0,49 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 137 402 CHF | 46 801 CHF | 98,68% | 98,68% |