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 | 2,00% | 0,49 CHF | 0,50 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 297 024 CHF | 101 008 CHF | 98,89% | 98,89% |
19/11/2024 | 2,07% | 0,47 CHF | 0,48 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 286 452 CHF | 97 484 CHF | 99,24% | 99,24% |
18/11/2024 | 2,10% | 0,49 CHF | 0,50 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 282 793 CHF | 96 264 CHF | 98,97% | 98,97% |
15/11/2024 | 1,97% | 0,47 CHF | 0,48 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 301 930 CHF | 102 643 CHF | 99,26% | 99,26% |
14/11/2024 | 1,74% | 0,55 CHF | 0,56 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 342 200 CHF | 116 067 CHF | 97,67% | 97,67% |
13/11/2024 | 1,61% | 0,56 CHF | 0,57 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 370 069 CHF | 125 356 CHF | 99,19% | 99,19% |
12/11/2024 | 1,46% | 0,61 CHF | 0,62 CHF | 600 000 | 200 000 | 583 070 | 194 357 | 397 987 CHF | 134 606 CHF | 99,20% | 99,20% |
11/11/2024 | 1,25% | 0,74 CHF | 0,75 CHF | 450 000 | 150 000 | 453 258 | 151 086 | 361 574 CHF | 122 035 CHF | 99,31% | 99,31% |
08/11/2024 | 1,17% | 0,86 CHF | 0,87 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 382 049 CHF | 128 850 CHF | 98,58% | 98,58% |
07/11/2024 | 1,15% | 0,86 CHF | 0,87 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 520 286 CHF | 175 429 CHF | 98,49% | 98,49% |