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 | 1,73% | 0,61 CHF | 0,62 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 171 590 CHF | 58 197 CHF | 99,35% | 99,35% |
19/11/2024 | 1,72% | 0,60 CHF | 0,61 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 173 303 CHF | 58 768 CHF | 99,35% | 99,35% |
18/11/2024 | 1,71% | 0,61 CHF | 0,62 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 173 565 CHF | 58 855 CHF | 94,70% | 94,70% |
15/11/2024 | 1,36% | 0,66 CHF | 0,67 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 219 055 CHF | 74 018 CHF | 99,37% | 99,37% |
14/11/2024 | 1,26% | 0,76 CHF | 0,77 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 236 378 CHF | 79 793 CHF | 99,35% | 99,35% |
13/11/2024 | 1,18% | 0,80 CHF | 0,81 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 253 447 CHF | 85 482 CHF | 93,56% | 93,56% |
12/11/2024 | 1,01% | 0,95 CHF | 0,96 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 295 318 CHF | 99 439 CHF | 96,94% | 96,94% |
11/11/2024 | 1,03% | 1,04 CHF | 1,05 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 290 853 CHF | 97 951 CHF | 99,38% | 99,38% |
08/11/2024 | 1,01% | 0,92 CHF | 0,93 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 294 304 CHF | 99 101 CHF | 90,82% | 90,82% |
07/11/2024 | 1,20% | 0,96 CHF | 0,97 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 248 741 CHF | 83 914 CHF | 88,28% | 88,28% |