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 | 3,44% | 0,26 CHF | 0,27 CHF | 750 000 | 250 000 | 745 581 | 248 624 | 213 694 CHF | 73 747 CHF | 99,26% | 99,38% |
19/11/2024 | 3,57% | 0,27 CHF | 0,28 CHF | 750 000 | 250 000 | 746 090 | 248 697 | 205 639 CHF | 71 033 CHF | 99,38% | 99,38% |
18/11/2024 | 3,32% | 0,30 CHF | 0,31 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 222 544 CHF | 76 682 CHF | 99,37% | 99,37% |
15/11/2024 | 2,90% | 0,32 CHF | 0,33 CHF | 750 000 | 250 000 | 712 980 | 237 660 | 241 685 CHF | 82 938 CHF | 99,36% | 99,36% |
14/11/2024 | 3,06% | 0,35 CHF | 0,36 CHF | 750 000 | 250 000 | 749 381 | 249 794 | 242 065 CHF | 83 186 CHF | 99,38% | 99,38% |
13/11/2024 | 3,42% | 0,28 CHF | 0,29 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 215 625 CHF | 74 375 CHF | 99,38% | 99,38% |
12/11/2024 | 2,82% | 0,31 CHF | 0,32 CHF | 750 000 | 250 000 | 679 670 | 226 557 | 237 490 CHF | 81 429 CHF | 99,16% | 99,16% |
11/11/2024 | 2,80% | 0,34 CHF | 0,35 CHF | 750 000 | 250 000 | 719 003 | 239 668 | 253 395 CHF | 86 862 CHF | 99,38% | 99,38% |
08/11/2024 | 3,27% | 0,30 CHF | 0,31 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 226 014 CHF | 77 838 CHF | 99,38% | 99,38% |
07/11/2024 | 3,02% | 0,33 CHF | 0,34 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 244 838 CHF | 84 113 CHF | 98,58% | 98,58% |