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 | 4,06% | 0,23 CHF | 0,24 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 144 880 CHF | 50 294 CHF | 99,38% | 99,38% |
19/11/2024 | 3,75% | 0,24 CHF | 0,25 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 157 495 CHF | 54 498 CHF | 99,37% | 99,37% |
18/11/2024 | 4,04% | 0,28 CHF | 0,29 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 146 619 CHF | 50 873 CHF | 99,38% | 99,38% |
15/11/2024 | 4,05% | 0,22 CHF | 0,23 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 145 469 CHF | 50 490 CHF | 99,34% | 99,34% |
14/11/2024 | 3,75% | 0,28 CHF | 0,29 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 157 481 CHF | 54 494 CHF | 99,38% | 99,38% |
13/11/2024 | 4,14% | 0,31 CHF | 0,32 CHF | 600 000 | 200 000 | 622 452 | 207 484 | 148 683 CHF | 51 636 CHF | 99,38% | 99,38% |
12/11/2024 | 2,31% | 0,33 CHF | 0,34 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 258 039 CHF | 88 013 CHF | 99,16% | 99,16% |
11/11/2024 | 2,04% | 0,48 CHF | 0,49 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 290 921 CHF | 98 974 CHF | 99,13% | 99,13% |
08/11/2024 | 2,24% | 0,45 CHF | 0,46 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 264 987 CHF | 90 329 CHF | 99,37% | 99,37% |
07/11/2024 | 2,17% | 0,44 CHF | 0,45 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 273 441 CHF | 93 147 CHF | 98,56% | 98,56% |