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 | 1,69% | 0,58 CHF | 0,59 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 353 128 CHF | 119 709 CHF | 98,73% | 98,73% |
19/11/2024 | 1,74% | 0,56 CHF | 0,57 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 342 338 CHF | 116 113 CHF | 98,88% | 98,88% |
18/11/2024 | 1,76% | 0,58 CHF | 0,59 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 338 297 CHF | 114 766 CHF | 99,04% | 99,04% |
15/11/2024 | 1,66% | 0,56 CHF | 0,57 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 359 528 CHF | 121 843 CHF | 99,24% | 99,24% |
14/11/2024 | 1,47% | 0,65 CHF | 0,66 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 404 287 CHF | 136 762 CHF | 97,67% | 97,67% |
13/11/2024 | 1,37% | 0,66 CHF | 0,67 CHF | 600 000 | 200 000 | 474 507 | 158 169 | 342 920 CHF | 115 888 CHF | 99,27% | 99,27% |
12/11/2024 | 1,25% | 0,71 CHF | 0,72 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 359 496 CHF | 121 332 CHF | 96,56% | 96,56% |
11/11/2024 | 1,08% | 0,85 CHF | 0,86 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 413 889 CHF | 139 463 CHF | 99,13% | 99,13% |
08/11/2024 | 1,02% | 0,98 CHF | 0,99 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 437 542 CHF | 147 347 CHF | 98,13% | 98,13% |
07/11/2024 | 1,00% | 0,99 CHF | 1,00 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 594 360 CHF | 200 120 CHF | 98,51% | 98,51% |