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 | 2,01% | 0,50 CHF | 0,51 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 295 587 CHF | 100 529 CHF | 89,43% | 89,43% |
19/11/2024 | 1,92% | 0,52 CHF | 0,53 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 310 425 CHF | 105 475 CHF | 90,48% | 90,48% |
18/11/2024 | 1,96% | 0,49 CHF | 0,50 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 303 778 CHF | 103 259 CHF | 88,91% | 88,91% |
15/11/2024 | 2,09% | 0,49 CHF | 0,50 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 283 554 CHF | 96 518 CHF | 86,19% | 86,19% |
14/11/2024 | 2,11% | 0,46 CHF | 0,47 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 280 911 CHF | 95 637 CHF | 89,16% | 89,16% |
13/11/2024 | 2,10% | 0,48 CHF | 0,49 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 283 222 CHF | 96 407 CHF | 83,41% | 83,41% |
12/11/2024 | 2,17% | 0,48 CHF | 0,49 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 273 456 CHF | 93 152 CHF | 91,61% | 91,61% |
11/11/2024 | 2,42% | 0,41 CHF | 0,42 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 245 188 CHF | 83 729 CHF | 92,96% | 92,96% |
08/11/2024 | 2,19% | 0,47 CHF | 0,48 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 271 611 CHF | 92 537 CHF | 88,05% | 88,05% |
07/11/2024 | 2,25% | 0,43 CHF | 0,44 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 264 533 CHF | 90 178 CHF | 95,27% | 95,27% |