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 | 1,65% | 0,59 CHF | 0,60 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 361 801 CHF | 122 600 CHF | 97,64% | 97,64% |
19/11/2024 | 1,57% | 0,63 CHF | 0,64 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 378 225 CHF | 128 075 CHF | 94,46% | 94,46% |
18/11/2024 | 1,49% | 0,64 CHF | 0,65 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 399 721 CHF | 135 240 CHF | 96,26% | 96,26% |
15/11/2024 | 1,50% | 0,71 CHF | 0,72 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 396 421 CHF | 134 140 CHF | 96,42% | 96,42% |
14/11/2024 | 1,52% | 0,67 CHF | 0,68 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 392 335 CHF | 132 778 CHF | 96,75% | 96,75% |
13/11/2024 | 1,49% | 0,66 CHF | 0,67 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 400 437 CHF | 135 479 CHF | 97,82% | 97,82% |
12/11/2024 | 1,41% | 0,69 CHF | 0,70 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 423 345 CHF | 143 115 CHF | 97,54% | 97,54% |
11/11/2024 | 1,37% | 0,72 CHF | 0,73 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 435 270 CHF | 147 090 CHF | 98,42% | 98,42% |
08/11/2024 | 1,29% | 0,77 CHF | 0,78 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 460 692 CHF | 155 564 CHF | 96,33% | 96,33% |
07/11/2024 | 1,26% | 0,76 CHF | 0,77 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 475 025 CHF | 160 342 CHF | 98,04% | 98,04% |