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 | 3,03% | 0,31 CHF | 0,32 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 195 325 CHF | 67 108 CHF | 99,26% | 99,26% |
19/11/2024 | 3,06% | 0,34 CHF | 0,35 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 193 124 CHF | 66 375 CHF | 85,67% | 85,67% |
18/11/2024 | 3,20% | 0,34 CHF | 0,35 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 184 779 CHF | 63 593 CHF | 97,55% | 97,55% |
15/11/2024 | 3,21% | 0,30 CHF | 0,31 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 183 756 CHF | 63 252 CHF | 95,66% | 95,66% |
14/11/2024 | 3,34% | 0,31 CHF | 0,32 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 176 546 CHF | 60 849 CHF | 99,23% | 99,23% |
13/11/2024 | 3,52% | 0,28 CHF | 0,29 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 167 707 CHF | 57 903 CHF | 99,27% | 99,27% |
12/11/2024 | 3,47% | 0,30 CHF | 0,31 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 169 959 CHF | 58 653 CHF | 97,72% | 97,72% |
11/11/2024 | 3,28% | 0,27 CHF | 0,28 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 180 587 CHF | 62 196 CHF | 99,17% | 99,17% |
08/11/2024 | 3,07% | 0,31 CHF | 0,32 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 192 348 CHF | 66 116 CHF | 97,53% | 97,53% |
07/11/2024 | 3,44% | 0,31 CHF | 0,32 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 171 381 CHF | 59 127 CHF | 95,90% | 95,90% |