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 | 2,64% | 0,36 CHF | 0,37 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 280 508 CHF | 38 401 CHF | 96,58% | 96,58% |
19/11/2024 | 2,55% | 0,39 CHF | 0,40 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 290 540 CHF | 39 739 CHF | 97,44% | 97,44% |
18/11/2024 | 2,43% | 0,41 CHF | 0,42 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 304 301 CHF | 41 574 CHF | 92,53% | 92,53% |
15/11/2024 | 2,33% | 0,41 CHF | 0,42 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 318 218 CHF | 43 429 CHF | 97,24% | 97,24% |
14/11/2024 | 2,39% | 0,43 CHF | 0,44 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 309 954 CHF | 42 327 CHF | 98,36% | 98,36% |
13/11/2024 | 2,64% | 0,38 CHF | 0,39 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 280 875 CHF | 38 450 CHF | 92,91% | 92,91% |
12/11/2024 | 2,47% | 0,38 CHF | 0,39 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 300 006 CHF | 41 001 CHF | 96,48% | 96,48% |
11/11/2024 | 2,32% | 0,43 CHF | 0,44 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 319 109 CHF | 43 548 CHF | 91,03% | 91,03% |
08/11/2024 | 2,36% | 0,42 CHF | 0,43 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 314 215 CHF | 42 895 CHF | 92,19% | 92,19% |
07/11/2024 | 2,32% | 0,43 CHF | 0,44 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 319 428 CHF | 43 590 CHF | 98,68% | 98,68% |