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 | 2,36% | 0,38 CHF | 0,39 CHF | 600 000 | 150 000 | 600 000 | 150 000 | 251 241 CHF | 64 310 CHF | 99,37% | 99,37% |
19/11/2024 | 2,32% | 0,43 CHF | 0,44 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 255 810 CHF | 87 270 CHF | 99,37% | 99,37% |
18/11/2024 | 2,48% | 0,41 CHF | 0,42 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 238 621 CHF | 81 540 CHF | 99,26% | 99,26% |
15/11/2024 | 2,70% | 0,37 CHF | 0,38 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 218 978 CHF | 74 993 CHF | 99,37% | 99,37% |
14/11/2024 | 2,61% | 0,40 CHF | 0,41 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 226 890 CHF | 77 630 CHF | 99,36% | 99,36% |
13/11/2024 | 2,68% | 0,37 CHF | 0,38 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 221 460 CHF | 75 820 CHF | 99,37% | 99,37% |
12/11/2024 | 2,23% | 0,43 CHF | 0,44 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 266 180 CHF | 90 727 CHF | 99,37% | 99,37% |
11/11/2024 | 1,90% | 0,51 CHF | 0,52 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 312 285 CHF | 106 095 CHF | 99,38% | 99,38% |
08/11/2024 | 1,87% | 0,52 CHF | 0,53 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 317 361 CHF | 107 787 CHF | 99,38% | 99,38% |
07/11/2024 | 1,78% | 0,53 CHF | 0,54 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 333 823 CHF | 113 274 CHF | 98,38% | 98,38% |