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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 1,50% | 0,67 CHF | 0,68 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 165 105 CHF | 67 042 CHF | 99,17% | 99,17% |
20/11/2024 | 1,51% | 0,63 CHF | 0,64 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 164 527 CHF | 66 811 CHF | 99,17% | 99,17% |
19/11/2024 | 1,56% | 0,65 CHF | 0,66 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 159 189 CHF | 64 676 CHF | 99,17% | 99,17% |
18/11/2024 | 1,46% | 0,67 CHF | 0,68 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 170 460 CHF | 69 184 CHF | 99,23% | 99,23% |
15/11/2024 | 1,42% | 0,70 CHF | 0,71 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 175 388 CHF | 71 155 CHF | 99,17% | 99,17% |
14/11/2024 | 1,54% | 0,64 CHF | 0,65 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 161 366 CHF | 65 547 CHF | 99,16% | 99,16% |
13/11/2024 | 1,59% | 0,62 CHF | 0,63 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 155 722 CHF | 63 289 CHF | 99,17% | 99,17% |
12/11/2024 | 1,44% | 0,63 CHF | 0,64 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 172 105 CHF | 69 842 CHF | 99,17% | 99,17% |
11/11/2024 | 1,36% | 0,73 CHF | 0,74 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 182 241 CHF | 73 897 CHF | 99,17% | 99,17% |
08/11/2024 | 1,47% | 0,69 CHF | 0,70 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 168 614 CHF | 68 446 CHF | 99,17% | 99,17% |