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 | 2,45% | 0,40 CHF | 0,41 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 241 592 CHF | 82 531 CHF | 99,37% | 99,37% |
19/11/2024 | 2,58% | 0,41 CHF | 0,42 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 229 282 CHF | 78 427 CHF | 99,07% | 99,07% |
18/11/2024 | 2,54% | 0,39 CHF | 0,40 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 233 356 CHF | 79 785 CHF | 97,56% | 97,56% |
15/11/2024 | 2,65% | 0,37 CHF | 0,38 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 223 629 CHF | 76 543 CHF | 99,38% | 99,38% |
14/11/2024 | 2,77% | 0,36 CHF | 0,37 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 213 984 CHF | 73 328 CHF | 99,37% | 99,37% |
13/11/2024 | 2,51% | 0,40 CHF | 0,41 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 236 462 CHF | 80 821 CHF | 97,02% | 97,02% |
12/11/2024 | 2,53% | 0,40 CHF | 0,41 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 234 116 CHF | 80 039 CHF | 96,85% | 96,85% |
11/11/2024 | 2,64% | 0,39 CHF | 0,40 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 224 457 CHF | 76 819 CHF | 98,72% | 98,72% |
08/11/2024 | 2,64% | 0,39 CHF | 0,40 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 224 699 CHF | 76 900 CHF | 93,14% | 93,14% |
07/11/2024 | 2,67% | 0,39 CHF | 0,40 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 221 731 CHF | 75 910 CHF | 98,69% | 98,69% |