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 | 2,65% | 0,37 CHF | 0,38 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 223 773 CHF | 76 591 CHF | 99,26% | 99,26% |
19/11/2024 | 2,51% | 0,37 CHF | 0,38 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 236 233 CHF | 80 744 CHF | 98,73% | 98,73% |
18/11/2024 | 2,49% | 0,38 CHF | 0,39 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 238 108 CHF | 81 369 CHF | 99,45% | 99,45% |
15/11/2024 | 2,39% | 0,42 CHF | 0,43 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 248 095 CHF | 84 698 CHF | 99,36% | 99,36% |
14/11/2024 | 2,28% | 0,43 CHF | 0,44 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 259 659 CHF | 88 553 CHF | 97,93% | 97,93% |
13/11/2024 | 2,56% | 0,38 CHF | 0,39 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 231 386 CHF | 79 129 CHF | 99,29% | 99,29% |
12/11/2024 | 2,53% | 0,38 CHF | 0,39 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 234 650 CHF | 80 217 CHF | 99,35% | 99,35% |
11/11/2024 | 2,43% | 0,39 CHF | 0,40 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 244 089 CHF | 83 363 CHF | 99,38% | 99,38% |
08/11/2024 | 2,47% | 0,39 CHF | 0,40 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 240 555 CHF | 82 185 CHF | 99,33% | 99,33% |
07/11/2024 | 2,38% | 0,39 CHF | 0,40 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 249 787 CHF | 85 262 CHF | 98,55% | 98,55% |