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 | 1,07% | 0,94 CHF | 0,95 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 278 212 CHF | 93 737 CHF | 97,83% | 97,83% |
19/11/2024 | 1,11% | 0,90 CHF | 0,91 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 269 614 CHF | 90 872 CHF | 94,32% | 94,32% |
18/11/2024 | 1,15% | 0,89 CHF | 0,90 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 260 238 CHF | 87 746 CHF | 94,63% | 94,63% |
15/11/2024 | 1,13% | 0,82 CHF | 0,83 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 263 352 CHF | 88 784 CHF | 96,43% | 96,43% |
14/11/2024 | 1,13% | 0,87 CHF | 0,88 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 264 870 CHF | 89 290 CHF | 97,73% | 97,73% |
13/11/2024 | 1,14% | 0,88 CHF | 0,89 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 261 052 CHF | 88 017 CHF | 94,91% | 94,91% |
12/11/2024 | 1,20% | 0,85 CHF | 0,86 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 249 050 CHF | 84 017 CHF | 96,49% | 96,49% |
11/11/2024 | 1,22% | 0,81 CHF | 0,82 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 244 277 CHF | 82 426 CHF | 97,81% | 97,81% |
08/11/2024 | 1,28% | 0,77 CHF | 0,78 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 232 324 CHF | 78 442 CHF | 92,37% | 92,37% |
07/11/2024 | 1,31% | 0,79 CHF | 0,80 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 227 383 CHF | 76 794 CHF | 98,20% | 98,20% |