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 | 3,94% | 0,24 CHF | 0,25 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 149 918 CHF | 51 973 CHF | 97,64% | 97,64% |
19/11/2024 | 3,59% | 0,28 CHF | 0,29 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 164 329 CHF | 56 777 CHF | 94,86% | 94,86% |
18/11/2024 | 3,21% | 0,29 CHF | 0,30 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 184 687 CHF | 63 562 CHF | 96,27% | 96,27% |
15/11/2024 | 3,29% | 0,35 CHF | 0,36 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 180 485 CHF | 62 162 CHF | 96,42% | 96,42% |
14/11/2024 | 3,34% | 0,31 CHF | 0,32 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 176 938 CHF | 60 980 CHF | 97,06% | 97,06% |
13/11/2024 | 3,19% | 0,30 CHF | 0,31 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 185 480 CHF | 63 827 CHF | 97,83% | 97,83% |
12/11/2024 | 2,90% | 0,32 CHF | 0,33 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 204 274 CHF | 70 092 CHF | 98,39% | 98,39% |
11/11/2024 | 2,75% | 0,36 CHF | 0,37 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 215 094 CHF | 73 698 CHF | 98,44% | 98,44% |
08/11/2024 | 2,47% | 0,40 CHF | 0,41 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 239 990 CHF | 81 997 CHF | 96,33% | 96,33% |
07/11/2024 | 2,33% | 0,39 CHF | 0,40 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 254 792 CHF | 86 931 CHF | 98,03% | 98,03% |