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 | 1,29% | 0,72 CHF | 0,73 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 463 504 CHF | 156 501 CHF | 98,88% | 98,88% |
19/11/2024 | 1,39% | 0,78 CHF | 0,79 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 427 811 CHF | 144 604 CHF | 98,94% | 98,94% |
18/11/2024 | 1,30% | 0,79 CHF | 0,80 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 460 829 CHF | 155 610 CHF | 98,44% | 98,95% |
15/11/2024 | 1,96% | 0,57 CHF | 0,58 CHF | 600 000 | 200 000 | 622 003 | 207 334 | 314 367 CHF | 106 862 CHF | 97,35% | 97,35% |
14/11/2024 | 1,55% | 0,56 CHF | 0,57 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 384 559 CHF | 130 186 CHF | 97,42% | 97,42% |
13/11/2024 | 1,42% | 0,65 CHF | 0,66 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 420 541 CHF | 142 180 CHF | 98,31% | 98,31% |
12/11/2024 | 1,25% | 0,74 CHF | 0,75 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 478 447 CHF | 161 482 CHF | 89,70% | 89,70% |
11/11/2024 | 1,31% | 0,86 CHF | 0,87 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 455 186 CHF | 153 729 CHF | 94,15% | 94,15% |
08/11/2024 | 2,37% | 0,54 CHF | 0,55 CHF | 600 000 | 200 000 | 725 597 | 241 866 | 302 904 CHF | 103 387 CHF | 96,68% | 96,68% |
07/11/2024 | 2,88% | 0,40 CHF | 0,41 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 309 162 CHF | 106 054 CHF | 98,12% | 98,12% |