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 | 3,19% | 0,40 CHF | 0,41 CHF | 300 000 | 150 000 | 300 000 | 150 000 | 120 283 CHF | 62 091 CHF | 99,36% | 99,36% |
19/11/2024 | 3,63% | 0,36 CHF | 0,37 CHF | 300 000 | 150 000 | 300 000 | 150 000 | 105 436 CHF | 54 668 CHF | 99,38% | 99,38% |
18/11/2024 | 3,42% | 0,38 CHF | 0,39 CHF | 300 000 | 150 000 | 300 000 | 150 000 | 112 101 CHF | 58 001 CHF | 99,23% | 99,23% |
15/11/2024 | 3,42% | 0,37 CHF | 0,38 CHF | 300 000 | 150 000 | 300 000 | 150 000 | 112 233 CHF | 58 067 CHF | 99,37% | 99,37% |
14/11/2024 | 3,11% | 0,41 CHF | 0,43 CHF | 300 000 | 150 000 | 300 000 | 150 000 | 123 589 CHF | 63 744 CHF | 99,37% | 99,37% |
13/11/2024 | 3,03% | 0,42 CHF | 0,43 CHF | 300 000 | 150 000 | 300 000 | 150 000 | 126 921 CHF | 65 410 CHF | 99,36% | 99,36% |
12/11/2024 | 2,78% | 0,44 CHF | 0,46 CHF | 300 000 | 150 000 | 300 000 | 150 000 | 138 305 CHF | 71 103 CHF | 99,37% | 99,37% |
11/11/2024 | 2,53% | 0,49 CHF | 0,50 CHF | 300 000 | 150 000 | 300 000 | 150 000 | 152 391 CHF | 78 146 CHF | 99,37% | 99,37% |
08/11/2024 | 2,46% | 0,51 CHF | 0,52 CHF | 300 000 | 150 000 | 300 000 | 150 000 | 156 684 CHF | 80 292 CHF | 99,25% | 99,25% |
07/11/2024 | 2,40% | 0,53 CHF | 0,54 CHF | 300 000 | 150 000 | 300 000 | 150 000 | 160 793 CHF | 82 347 CHF | 99,29% | 99,29% |