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 | 1,68% | 0,61 CHF | 0,62 CHF | 600 000 | 150 000 | 600 000 | 150 000 | 354 946 CHF | 90 237 CHF | 99,38% | 99,38% |
19/11/2024 | 2,35% | 0,45 CHF | 0,46 CHF | 600 000 | 150 000 | 600 000 | 150 000 | 252 827 CHF | 64 707 CHF | 99,38% | 99,38% |
18/11/2024 | 2,17% | 0,46 CHF | 0,47 CHF | 600 000 | 150 000 | 600 000 | 150 000 | 273 601 CHF | 69 900 CHF | 99,38% | 99,38% |
15/11/2024 | 2,05% | 0,47 CHF | 0,48 CHF | 600 000 | 150 000 | 600 000 | 150 000 | 290 178 CHF | 74 045 CHF | 98,91% | 98,91% |
14/11/2024 | 1,93% | 0,51 CHF | 0,52 CHF | 600 000 | 150 000 | 600 000 | 150 000 | 308 506 CHF | 78 627 CHF | 99,38% | 99,38% |
13/11/2024 | 2,28% | 0,45 CHF | 0,46 CHF | 600 000 | 150 000 | 600 000 | 150 000 | 260 715 CHF | 66 679 CHF | 99,38% | 99,38% |
12/11/2024 | 2,05% | 0,43 CHF | 0,44 CHF | 600 000 | 150 000 | 600 000 | 150 000 | 290 270 CHF | 74 067 CHF | 99,16% | 99,16% |
11/11/2024 | 1,88% | 0,52 CHF | 0,53 CHF | 600 000 | 150 000 | 600 000 | 150 000 | 315 843 CHF | 80 461 CHF | 99,38% | 99,38% |
08/11/2024 | 1,85% | 0,53 CHF | 0,54 CHF | 600 000 | 150 000 | 600 000 | 150 000 | 321 928 CHF | 81 982 CHF | 99,38% | 99,38% |
07/11/2024 | 1,82% | 0,56 CHF | 0,57 CHF | 600 000 | 150 000 | 600 000 | 150 000 | 326 043 CHF | 83 011 CHF | 98,58% | 98,58% |