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 | 1,28% | 0,81 CHF | 0,82 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 233 849 CHF | 78 950 CHF | 99,37% | 99,37% |
19/11/2024 | 1,30% | 0,85 CHF | 0,86 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 230 754 CHF | 77 918 CHF | 96,93% | 96,93% |
18/11/2024 | 1,45% | 0,68 CHF | 0,69 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 206 087 CHF | 69 696 CHF | 95,37% | 95,37% |
15/11/2024 | 1,45% | 0,67 CHF | 0,68 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 204 793 CHF | 69 264 CHF | 99,38% | 99,38% |
14/11/2024 | 1,33% | 0,73 CHF | 0,74 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 224 770 CHF | 75 923 CHF | 99,37% | 99,37% |
13/11/2024 | 1,37% | 0,73 CHF | 0,74 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 216 744 CHF | 73 248 CHF | 92,33% | 92,33% |
12/11/2024 | 1,46% | 0,72 CHF | 0,73 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 204 643 CHF | 69 214 CHF | 96,98% | 96,98% |
11/11/2024 | 1,40% | 0,68 CHF | 0,69 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 213 482 CHF | 72 161 CHF | 97,56% | 97,56% |
08/11/2024 | 1,51% | 0,72 CHF | 0,73 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 197 724 CHF | 66 908 CHF | 93,15% | 93,15% |
07/11/2024 | 1,58% | 0,64 CHF | 0,65 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 188 615 CHF | 63 872 CHF | 98,70% | 98,70% |