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 | 1,08% | 0,89 CHF | 0,90 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 277 059 CHF | 93 353 CHF | 99,34% | 99,34% |
19/11/2024 | 1,09% | 0,89 CHF | 0,90 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 273 954 CHF | 92 318 CHF | 99,34% | 99,34% |
18/11/2024 | 1,08% | 0,89 CHF | 0,90 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 276 046 CHF | 93 015 CHF | 94,69% | 94,69% |
15/11/2024 | 1,29% | 0,84 CHF | 0,85 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 231 817 CHF | 78 272 CHF | 99,36% | 99,36% |
14/11/2024 | 1,38% | 0,74 CHF | 0,75 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 215 340 CHF | 72 780 CHF | 99,35% | 99,35% |
13/11/2024 | 1,53% | 0,70 CHF | 0,71 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 195 060 CHF | 66 020 CHF | 93,56% | 93,56% |
12/11/2024 | 1,95% | 0,54 CHF | 0,55 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 152 894 CHF | 51 965 CHF | 96,93% | 96,93% |
11/11/2024 | 1,90% | 0,45 CHF | 0,46 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 156 762 CHF | 53 254 CHF | 99,38% | 99,38% |
08/11/2024 | 1,98% | 0,56 CHF | 0,57 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 150 062 CHF | 51 021 CHF | 90,81% | 90,81% |
07/11/2024 | 1,52% | 0,52 CHF | 0,53 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 197 623 CHF | 66 874 CHF | 88,27% | 88,27% |