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 | 1,31% | 0,78 CHF | 0,79 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 227 368 CHF | 76 789 CHF | 99,38% | 99,38% |
19/11/2024 | 1,32% | 0,77 CHF | 0,78 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 225 843 CHF | 76 281 CHF | 98,89% | 98,89% |
18/11/2024 | 1,30% | 0,77 CHF | 0,78 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 229 552 CHF | 77 517 CHF | 97,42% | 97,42% |
15/11/2024 | 1,31% | 0,77 CHF | 0,78 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 228 065 CHF | 77 022 CHF | 99,37% | 99,37% |
14/11/2024 | 1,55% | 0,62 CHF | 0,63 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 192 361 CHF | 65 120 CHF | 99,37% | 99,37% |
13/11/2024 | 1,59% | 0,64 CHF | 0,65 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 187 293 CHF | 63 431 CHF | 96,84% | 96,84% |
12/11/2024 | 1,69% | 0,59 CHF | 0,60 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 176 239 CHF | 59 746 CHF | 96,95% | 96,95% |
11/11/2024 | 1,81% | 0,55 CHF | 0,56 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 163 961 CHF | 55 654 CHF | 98,78% | 98,78% |
08/11/2024 | 1,81% | 0,56 CHF | 0,57 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 163 921 CHF | 55 640 CHF | 93,32% | 93,32% |
07/11/2024 | 1,74% | 0,57 CHF | 0,58 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 170 757 CHF | 57 919 CHF | 98,69% | 98,69% |