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 | 1,62% | 0,58 CHF | 0,59 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 183 363 CHF | 62 121 CHF | 99,37% | 99,37% |
19/11/2024 | 1,61% | 0,54 CHF | 0,55 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 186 162 CHF | 63 054 CHF | 96,93% | 96,93% |
18/11/2024 | 1,40% | 0,71 CHF | 0,72 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 212 850 CHF | 71 950 CHF | 95,32% | 95,32% |
15/11/2024 | 1,38% | 0,73 CHF | 0,74 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 215 379 CHF | 72 793 CHF | 99,38% | 99,38% |
14/11/2024 | 1,52% | 0,67 CHF | 0,68 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 196 092 CHF | 66 364 CHF | 99,37% | 99,37% |
13/11/2024 | 1,48% | 0,67 CHF | 0,68 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 201 084 CHF | 68 028 CHF | 92,32% | 92,32% |
12/11/2024 | 1,40% | 0,68 CHF | 0,69 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 213 421 CHF | 72 141 CHF | 96,98% | 96,98% |
11/11/2024 | 1,46% | 0,71 CHF | 0,72 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 203 412 CHF | 68 804 CHF | 97,54% | 97,54% |
08/11/2024 | 1,38% | 0,67 CHF | 0,68 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 216 613 CHF | 73 205 CHF | 93,15% | 93,15% |
07/11/2024 | 1,31% | 0,74 CHF | 0,75 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 227 266 CHF | 76 755 CHF | 98,70% | 98,70% |