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 | 1,53% | 0,67 CHF | 0,68 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 194 094 CHF | 65 698 CHF | 99,37% | 99,37% |
19/11/2024 | 1,71% | 0,60 CHF | 0,61 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 174 094 CHF | 59 032 CHF | 99,38% | 99,38% |
18/11/2024 | 1,72% | 0,56 CHF | 0,56 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 172 913 CHF | 58 638 CHF | 97,58% | 97,58% |
15/11/2024 | 1,62% | 0,60 CHF | 0,61 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 184 016 CHF | 62 339 CHF | 93,30% | 93,30% |
14/11/2024 | 1,47% | 0,64 CHF | 0,65 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 202 310 CHF | 68 437 CHF | 99,37% | 99,37% |
13/11/2024 | 1,40% | 0,68 CHF | 0,69 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 212 287 CHF | 71 762 CHF | 97,07% | 97,07% |
12/11/2024 | 1,33% | 0,70 CHF | 0,71 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 224 986 CHF | 75 995 CHF | 96,95% | 96,95% |
11/11/2024 | 1,32% | 0,73 CHF | 0,74 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 226 022 CHF | 76 341 CHF | 99,35% | 99,35% |
08/11/2024 | 1,32% | 0,71 CHF | 0,72 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 225 385 CHF | 76 129 CHF | 99,24% | 99,24% |
07/11/2024 | 1,27% | 0,76 CHF | 0,77 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 234 426 CHF | 79 142 CHF | 98,69% | 98,69% |