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 | 1,49% | 0,68 CHF | 0,69 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 400 798 CHF | 135 600 CHF | 89,43% | 89,43% |
19/11/2024 | 1,44% | 0,69 CHF | 0,70 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 414 793 CHF | 140 264 CHF | 90,49% | 90,49% |
18/11/2024 | 1,45% | 0,67 CHF | 0,68 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 409 512 CHF | 138 504 CHF | 88,89% | 88,89% |
15/11/2024 | 1,53% | 0,67 CHF | 0,68 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 389 714 CHF | 131 905 CHF | 86,18% | 86,18% |
14/11/2024 | 1,54% | 0,64 CHF | 0,65 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 386 796 CHF | 130 932 CHF | 89,16% | 89,16% |
13/11/2024 | 1,53% | 0,65 CHF | 0,66 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 389 153 CHF | 131 718 CHF | 83,40% | 83,40% |
12/11/2024 | 1,57% | 0,65 CHF | 0,66 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 378 366 CHF | 128 122 CHF | 91,58% | 91,58% |
11/11/2024 | 1,70% | 0,58 CHF | 0,59 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 350 453 CHF | 118 818 CHF | 92,98% | 92,98% |
08/11/2024 | 1,58% | 0,65 CHF | 0,66 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 377 479 CHF | 127 826 CHF | 88,02% | 88,02% |
07/11/2024 | 1,61% | 0,60 CHF | 0,61 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 370 993 CHF | 125 664 CHF | 95,28% | 95,28% |