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 | 3,96% | 0,23 CHF | 0,24 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 148 963 CHF | 51 654 CHF | 98,29% | 98,29% |
19/11/2024 | 4,26% | 0,24 CHF | 0,25 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 138 050 CHF | 48 017 CHF | 98,64% | 98,64% |
18/11/2024 | 3,50% | 0,28 CHF | 0,29 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 168 554 CHF | 58 185 CHF | 98,80% | 98,80% |
15/11/2024 | 3,45% | 0,29 CHF | 0,30 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 171 355 CHF | 59 118 CHF | 98,32% | 98,32% |
14/11/2024 | 4,09% | 0,25 CHF | 0,26 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 143 853 CHF | 49 951 CHF | 97,76% | 97,76% |
13/11/2024 | 3,90% | 0,23 CHF | 0,24 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 151 565 CHF | 52 522 CHF | 98,87% | 98,87% |
12/11/2024 | 3,44% | 0,25 CHF | 0,26 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 171 991 CHF | 59 330 CHF | 98,11% | 98,11% |
11/11/2024 | 2,50% | 0,37 CHF | 0,38 CHF | 600 000 | 200 000 | 493 056 | 164 352 | 194 368 CHF | 66 433 CHF | 98,93% | 98,93% |
08/11/2024 | 2,83% | 0,32 CHF | 0,33 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 209 453 CHF | 71 818 CHF | 97,65% | 97,65% |
07/11/2024 | 2,16% | 0,49 CHF | 0,50 CHF | 450 000 | 150 000 | 553 025 | 184 342 | 252 414 CHF | 85 981 CHF | 98,12% | 98,12% |