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 | 1,49% | 0,66 CHF | 0,67 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 398 890 CHF | 134 963 CHF | 99,38% | 99,38% |
19/11/2024 | 1,67% | 0,59 CHF | 0,60 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 356 623 CHF | 120 874 CHF | 99,37% | 99,37% |
18/11/2024 | 1,46% | 0,68 CHF | 0,69 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 406 963 CHF | 137 654 CHF | 99,25% | 99,25% |
15/11/2024 | 1,37% | 0,70 CHF | 0,71 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 436 256 CHF | 147 419 CHF | 99,38% | 99,38% |
14/11/2024 | 1,41% | 0,77 CHF | 0,78 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 422 792 CHF | 142 931 CHF | 99,37% | 99,37% |
13/11/2024 | 1,63% | 0,65 CHF | 0,66 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 365 883 CHF | 123 961 CHF | 99,38% | 99,38% |
12/11/2024 | 1,27% | 0,72 CHF | 0,73 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 469 122 CHF | 158 374 CHF | 99,37% | 99,37% |
11/11/2024 | 1,21% | 0,83 CHF | 0,84 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 491 827 CHF | 165 942 CHF | 99,37% | 99,37% |
08/11/2024 | 1,34% | 0,74 CHF | 0,75 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 445 802 CHF | 150 601 CHF | 99,37% | 99,37% |
07/11/2024 | 1,27% | 0,78 CHF | 0,79 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 469 078 CHF | 158 359 CHF | 98,38% | 98,38% |