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% | 0,32 CHF | 0,33 CHF | 750 000 | 250 000 | 706 560 | 235 520 | 229 442 CHF | 78 836 CHF | 96,39% | 96,39% |
19/11/2024 | 2,83% | 0,35 CHF | 0,36 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 209 064 CHF | 71 688 CHF | 94,65% | 94,65% |
18/11/2024 | 2,63% | 0,36 CHF | 0,37 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 225 398 CHF | 77 133 CHF | 96,41% | 96,41% |
15/11/2024 | 2,67% | 0,41 CHF | 0,42 CHF | 600 000 | 200 000 | 600 349 | 200 116 | 222 483 CHF | 76 162 CHF | 96,45% | 96,45% |
14/11/2024 | 2,71% | 0,37 CHF | 0,38 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 218 872 CHF | 74 957 CHF | 96,61% | 96,61% |
13/11/2024 | 2,61% | 0,37 CHF | 0,38 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 227 052 CHF | 77 684 CHF | 97,84% | 97,84% |
12/11/2024 | 2,41% | 0,39 CHF | 0,40 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 246 173 CHF | 84 058 CHF | 98,85% | 98,85% |
11/11/2024 | 2,32% | 0,42 CHF | 0,43 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 256 279 CHF | 87 427 CHF | 98,64% | 98,64% |
08/11/2024 | 2,13% | 0,46 CHF | 0,47 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 278 695 CHF | 94 898 CHF | 98,33% | 98,33% |
07/11/2024 | 2,06% | 0,46 CHF | 0,47 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 288 999 CHF | 98 333 CHF | 98,21% | 98,21% |