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 | 3,71% | 0,25 CHF | 0,26 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 159 078 CHF | 55 026 CHF | 99,66% | 99,66% |
19/11/2024 | 3,60% | 0,26 CHF | 0,27 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 163 924 CHF | 56 641 CHF | 99,57% | 99,57% |
18/11/2024 | 3,69% | 0,27 CHF | 0,28 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 159 871 CHF | 55 290 CHF | 99,25% | 99,25% |
15/11/2024 | 3,59% | 0,26 CHF | 0,27 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 164 392 CHF | 56 797 CHF | 99,40% | 99,40% |
14/11/2024 | 2,73% | 0,38 CHF | 0,39 CHF | 450 000 | 150 000 | 453 143 | 151 048 | 163 529 CHF | 56 020 CHF | 97,77% | 97,77% |
13/11/2024 | 2,64% | 0,36 CHF | 0,37 CHF | 450 000 | 150 000 | 462 350 | 154 117 | 172 489 CHF | 59 038 CHF | 99,37% | 99,37% |
12/11/2024 | 2,45% | 0,40 CHF | 0,41 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 181 279 CHF | 61 926 CHF | 94,39% | 94,39% |
11/11/2024 | 2,27% | 0,43 CHF | 0,44 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 196 265 CHF | 66 922 CHF | 99,37% | 99,37% |
08/11/2024 | 2,24% | 0,43 CHF | 0,44 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 198 324 CHF | 67 608 CHF | 93,11% | 93,11% |
07/11/2024 | 2,31% | 0,42 CHF | 0,43 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 192 854 CHF | 65 785 CHF | 98,60% | 98,60% |