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% | 0,57 CHF | 0,58 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 180 146 CHF | 61 049 CHF | 99,38% | 99,38% |
19/11/2024 | 1,70% | 0,57 CHF | 0,58 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 175 141 CHF | 59 380 CHF | 98,25% | 98,25% |
18/11/2024 | 1,69% | 0,60 CHF | 0,61 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 176 535 CHF | 59 845 CHF | 97,17% | 97,17% |
15/11/2024 | 1,63% | 0,59 CHF | 0,60 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 183 155 CHF | 62 052 CHF | 99,38% | 99,38% |
14/11/2024 | 1,27% | 0,72 CHF | 0,73 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 235 112 CHF | 79 371 CHF | 99,37% | 99,37% |
13/11/2024 | 1,30% | 0,85 CHF | 0,86 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 230 242 CHF | 77 747 CHF | 96,95% | 96,95% |
12/11/2024 | 1,25% | 0,72 CHF | 0,73 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 238 042 CHF | 80 347 CHF | 96,87% | 96,87% |
11/11/2024 | 1,17% | 0,79 CHF | 0,80 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 255 541 CHF | 86 180 CHF | 99,35% | 99,35% |
08/11/2024 | 1,51% | 0,78 CHF | 0,79 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 197 415 CHF | 66 805 CHF | 96,75% | 96,75% |
07/11/2024 | 1,41% | 0,64 CHF | 0,65 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 212 235 CHF | 71 745 CHF | 97,64% | 97,64% |