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 | 1,42% | 0,67 CHF | 0,68 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 210 250 CHF | 71 083 CHF | 99,36% | 99,36% |
19/11/2024 | 1,53% | 0,67 CHF | 0,68 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 195 252 CHF | 66 084 CHF | 99,38% | 99,38% |
18/11/2024 | 1,44% | 0,72 CHF | 0,73 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 207 271 CHF | 70 090 CHF | 96,56% | 96,56% |
15/11/2024 | 1,54% | 0,65 CHF | 0,66 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 193 264 CHF | 65 421 CHF | 99,38% | 99,38% |
14/11/2024 | 1,69% | 0,62 CHF | 0,63 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 176 686 CHF | 59 895 CHF | 99,37% | 99,37% |
13/11/2024 | 1,84% | 0,54 CHF | 0,55 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 162 332 CHF | 55 111 CHF | 96,84% | 96,84% |
12/11/2024 | 1,63% | 0,53 CHF | 0,54 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 183 026 CHF | 62 009 CHF | 96,97% | 96,97% |
11/11/2024 | 1,37% | 0,72 CHF | 0,73 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 217 067 CHF | 73 356 CHF | 99,25% | 99,25% |
08/11/2024 | 1,45% | 0,67 CHF | 0,68 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 204 969 CHF | 69 323 CHF | 99,28% | 99,28% |
07/11/2024 | 1,38% | 0,71 CHF | 0,72 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 216 943 CHF | 73 314 CHF | 98,68% | 98,68% |