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 | 3,17% | 0,28 CHF | 0,29 CHF | 600 000 | 200 000 | 497 713 | 165 904 | 153 922 CHF | 52 967 CHF | 99,17% | 99,17% |
19/11/2024 | 3,46% | 0,29 CHF | 0,30 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 170 764 CHF | 58 921 CHF | 99,17% | 99,17% |
18/11/2024 | 3,18% | 0,32 CHF | 0,33 CHF | 600 000 | 200 000 | 599 477 | 199 826 | 185 711 CHF | 63 902 CHF | 99,22% | 99,22% |
15/11/2024 | 3,33% | 0,27 CHF | 0,28 CHF | 600 000 | 200 000 | 599 717 | 199 906 | 177 806 CHF | 61 268 CHF | 99,16% | 99,16% |
14/11/2024 | 3,04% | 0,33 CHF | 0,34 CHF | 450 000 | 150 000 | 471 803 | 157 268 | 152 533 CHF | 52 417 CHF | 99,15% | 99,15% |
13/11/2024 | 3,11% | 0,30 CHF | 0,31 CHF | 600 000 | 200 000 | 545 545 | 181 848 | 172 090 CHF | 59 182 CHF | 99,16% | 99,16% |
12/11/2024 | 2,70% | 0,35 CHF | 0,36 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 164 849 CHF | 56 450 CHF | 99,16% | 99,16% |
11/11/2024 | 2,42% | 0,41 CHF | 0,42 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 184 035 CHF | 62 845 CHF | 99,17% | 99,17% |
08/11/2024 | 2,77% | 0,36 CHF | 0,37 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 160 540 CHF | 55 013 CHF | 99,16% | 99,16% |
07/11/2024 | 2,70% | 0,34 CHF | 0,35 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 164 366 CHF | 56 289 CHF | 98,18% | 98,18% |