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 | 3,61% | 0,27 CHF | 0,28 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 163 174 CHF | 56 391 CHF | 99,53% | 99,53% |
19/11/2024 | 3,43% | 0,27 CHF | 0,28 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 172 120 CHF | 59 373 CHF | 98,99% | 98,99% |
18/11/2024 | 3,38% | 0,28 CHF | 0,29 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 174 355 CHF | 60 118 CHF | 99,26% | 99,26% |
15/11/2024 | 3,21% | 0,32 CHF | 0,33 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 184 282 CHF | 63 427 CHF | 99,35% | 99,35% |
14/11/2024 | 3,04% | 0,32 CHF | 0,33 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 194 758 CHF | 66 919 CHF | 98,30% | 98,30% |
13/11/2024 | 3,46% | 0,28 CHF | 0,29 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 170 699 CHF | 58 900 CHF | 99,33% | 99,33% |
12/11/2024 | 3,40% | 0,28 CHF | 0,29 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 173 475 CHF | 59 825 CHF | 99,38% | 99,38% |
11/11/2024 | 3,26% | 0,29 CHF | 0,30 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 181 207 CHF | 62 402 CHF | 99,32% | 99,32% |
08/11/2024 | 3,30% | 0,29 CHF | 0,30 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 179 173 CHF | 61 724 CHF | 99,34% | 99,34% |
07/11/2024 | 3,16% | 0,29 CHF | 0,30 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 187 304 CHF | 64 435 CHF | 98,59% | 98,59% |