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 | 1,34% | 0,74 CHF | 0,75 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 443 230 CHF | 149 743 CHF | 99,37% | 99,37% |
19/11/2024 | 1,32% | 0,73 CHF | 0,74 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 453 189 CHF | 153 063 CHF | 99,07% | 99,07% |
18/11/2024 | 1,32% | 0,75 CHF | 0,76 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 452 945 CHF | 152 982 CHF | 97,56% | 97,56% |
15/11/2024 | 1,28% | 0,78 CHF | 0,79 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 464 276 CHF | 156 759 CHF | 99,38% | 99,38% |
14/11/2024 | 1,26% | 0,79 CHF | 0,80 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 474 436 CHF | 160 145 CHF | 99,37% | 99,37% |
13/11/2024 | 1,32% | 0,75 CHF | 0,76 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 452 010 CHF | 152 670 CHF | 97,02% | 97,02% |
12/11/2024 | 1,32% | 0,75 CHF | 0,76 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 451 665 CHF | 152 555 CHF | 96,87% | 96,87% |
11/11/2024 | 1,29% | 0,76 CHF | 0,77 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 460 722 CHF | 155 574 CHF | 98,73% | 98,73% |
08/11/2024 | 1,31% | 0,75 CHF | 0,76 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 455 588 CHF | 153 863 CHF | 93,14% | 93,14% |
07/11/2024 | 1,29% | 0,74 CHF | 0,75 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 461 396 CHF | 155 799 CHF | 98,70% | 98,70% |