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 | 2,91% | 0,30 CHF | 0,31 CHF | 600 000 | 200 000 | 549 190 | 199 893 | 188 655 CHF | 70 021 CHF | 99,37% | 99,37% |
19/11/2024 | 2,84% | 0,36 CHF | 0,37 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 208 893 CHF | 71 631 CHF | 99,37% | 99,37% |
18/11/2024 | 2,74% | 0,37 CHF | 0,38 CHF | 600 000 | 200 000 | 272 258 | 199 748 | 100 359 CHF | 73 986 CHF | 99,22% | 99,22% |
15/11/2024 | 2,02% | 0,43 CHF | 0,44 CHF | 600 000 | 200 000 | 586 311 | 199 882 | 289 092 CHF | 100 297 CHF | 99,37% | 99,37% |
14/11/2024 | 1,75% | 0,57 CHF | 0,58 CHF | 600 000 | 200 000 | 599 872 | 199 894 | 339 841 CHF | 115 245 CHF | 99,37% | 99,37% |
13/11/2024 | 1,94% | 0,50 CHF | 0,51 CHF | 600 000 | 200 000 | 600 000 | 199 921 | 305 874 CHF | 103 916 CHF | 99,37% | 99,37% |
12/11/2024 | 1,68% | 0,55 CHF | 0,56 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 353 598 CHF | 119 866 CHF | 99,37% | 99,37% |
11/11/2024 | 1,56% | 0,62 CHF | 0,63 CHF | 600 000 | 200 000 | 599 930 | 200 000 | 380 588 CHF | 128 878 CHF | 99,37% | 99,37% |
08/11/2024 | 1,70% | 0,60 CHF | 0,61 CHF | 600 000 | 200 000 | 600 000 | 199 936 | 350 014 CHF | 118 633 CHF | 99,36% | 99,36% |
07/11/2024 | 1,67% | 0,59 CHF | 0,60 CHF | 600 000 | 200 000 | 599 819 | 200 000 | 356 969 CHF | 121 025 CHF | 98,87% | 98,87% |