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 | 2,34% | 0,41 CHF | 0,42 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 253 342 CHF | 86 447 CHF | 97,64% | 97,64% |
19/11/2024 | 2,20% | 0,45 CHF | 0,46 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 269 384 CHF | 91 795 CHF | 94,63% | 94,63% |
18/11/2024 | 2,05% | 0,46 CHF | 0,47 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 290 199 CHF | 98 733 CHF | 96,28% | 96,28% |
15/11/2024 | 2,07% | 0,53 CHF | 0,54 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 287 233 CHF | 97 744 CHF | 96,42% | 96,42% |
14/11/2024 | 2,10% | 0,48 CHF | 0,49 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 282 683 CHF | 96 228 CHF | 96,94% | 96,94% |
13/11/2024 | 2,04% | 0,48 CHF | 0,49 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 291 356 CHF | 99 119 CHF | 97,82% | 97,82% |
12/11/2024 | 1,89% | 0,50 CHF | 0,51 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 313 979 CHF | 106 660 CHF | 92,64% | 92,64% |
11/11/2024 | 1,83% | 0,54 CHF | 0,55 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 325 537 CHF | 110 512 CHF | 98,44% | 98,44% |
08/11/2024 | 1,70% | 0,58 CHF | 0,59 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 350 676 CHF | 118 892 CHF | 96,32% | 96,32% |
07/11/2024 | 1,63% | 0,58 CHF | 0,59 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 365 604 CHF | 123 868 CHF | 98,05% | 98,05% |