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 | 2,31% | 0,42 CHF | 0,43 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 256 931 CHF | 87 644 CHF | 99,38% | 99,38% |
19/11/2024 | 2,21% | 0,43 CHF | 0,44 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 269 428 CHF | 91 809 CHF | 99,38% | 99,38% |
18/11/2024 | 2,32% | 0,47 CHF | 0,48 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 256 741 CHF | 87 580 CHF | 99,38% | 99,38% |
15/11/2024 | 2,32% | 0,40 CHF | 0,41 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 255 481 CHF | 87 160 CHF | 99,34% | 99,34% |
14/11/2024 | 2,21% | 0,47 CHF | 0,48 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 268 934 CHF | 91 645 CHF | 99,38% | 99,38% |
13/11/2024 | 2,39% | 0,50 CHF | 0,51 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 249 451 CHF | 85 150 CHF | 99,38% | 99,38% |
12/11/2024 | 1,60% | 0,51 CHF | 0,52 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 372 259 CHF | 126 086 CHF | 99,16% | 99,16% |
11/11/2024 | 1,46% | 0,68 CHF | 0,69 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 407 204 CHF | 137 735 CHF | 99,13% | 99,13% |
08/11/2024 | 1,57% | 0,64 CHF | 0,65 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 379 349 CHF | 128 450 CHF | 99,37% | 99,37% |
07/11/2024 | 1,53% | 0,64 CHF | 0,65 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 387 999 CHF | 131 333 CHF | 98,56% | 98,56% |