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 | 1,47% | 0,68 CHF | 0,69 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 405 006 CHF | 137 002 CHF | 99,37% | 99,37% |
19/11/2024 | 1,52% | 0,68 CHF | 0,69 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 392 223 CHF | 132 741 CHF | 99,07% | 99,07% |
18/11/2024 | 1,50% | 0,67 CHF | 0,68 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 395 967 CHF | 133 989 CHF | 97,58% | 97,58% |
15/11/2024 | 1,54% | 0,64 CHF | 0,65 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 387 348 CHF | 131 116 CHF | 99,38% | 99,38% |
14/11/2024 | 1,58% | 0,63 CHF | 0,64 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 377 417 CHF | 127 806 CHF | 99,37% | 99,37% |
13/11/2024 | 1,49% | 0,67 CHF | 0,68 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 399 283 CHF | 135 094 CHF | 96,89% | 96,89% |
12/11/2024 | 1,50% | 0,67 CHF | 0,68 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 397 921 CHF | 134 640 CHF | 96,85% | 96,85% |
11/11/2024 | 1,54% | 0,66 CHF | 0,67 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 387 373 CHF | 131 124 CHF | 98,74% | 98,74% |
08/11/2024 | 1,54% | 0,66 CHF | 0,67 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 386 253 CHF | 130 751 CHF | 93,14% | 93,14% |
07/11/2024 | 1,55% | 0,66 CHF | 0,67 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 383 605 CHF | 129 868 CHF | 98,70% | 98,70% |