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 | 2,46% | 0,39 CHF | 0,40 CHF | 600 000 | 200 000 | 582 501 | 194 167 | 234 272 CHF | 80 032 CHF | 99,26% | 99,26% |
19/11/2024 | 2,56% | 0,37 CHF | 0,38 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 231 145 CHF | 79 048 CHF | 98,91% | 98,91% |
18/11/2024 | 2,63% | 0,40 CHF | 0,41 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 225 321 CHF | 77 107 CHF | 98,78% | 98,78% |
15/11/2024 | 2,35% | 0,38 CHF | 0,39 CHF | 600 000 | 200 000 | 561 781 | 187 260 | 235 899 CHF | 80 506 CHF | 99,24% | 99,24% |
14/11/2024 | 1,98% | 0,48 CHF | 0,49 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 225 565 CHF | 76 688 CHF | 97,49% | 97,49% |
13/11/2024 | 1,76% | 0,49 CHF | 0,50 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 253 217 CHF | 85 906 CHF | 99,22% | 99,22% |
12/11/2024 | 1,55% | 0,55 CHF | 0,56 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 290 130 CHF | 98 210 CHF | 97,03% | 97,03% |
11/11/2024 | 1,28% | 0,71 CHF | 0,72 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 349 940 CHF | 118 147 CHF | 99,09% | 99,09% |
08/11/2024 | 1,19% | 0,85 CHF | 0,86 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 376 539 CHF | 127 013 CHF | 99,27% | 99,27% |
07/11/2024 | 1,16% | 0,85 CHF | 0,86 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 384 486 CHF | 129 662 CHF | 98,47% | 98,47% |