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 | 2,88% | 0,34 CHF | 0,35 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 205 089 CHF | 70 363 CHF | 99,38% | 99,38% |
19/11/2024 | 3,41% | 0,29 CHF | 0,30 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 174 295 CHF | 60 098 CHF | 99,38% | 99,38% |
18/11/2024 | 2,78% | 0,36 CHF | 0,37 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 212 678 CHF | 72 893 CHF | 99,25% | 99,25% |
15/11/2024 | 2,50% | 0,37 CHF | 0,38 CHF | 600 000 | 200 000 | 599 998 | 200 000 | 237 295 CHF | 81 099 CHF | 99,38% | 99,38% |
14/11/2024 | 2,61% | 0,43 CHF | 0,44 CHF | 600 000 | 200 000 | 599 995 | 199 998 | 227 760 CHF | 77 920 CHF | 99,36% | 99,36% |
13/11/2024 | 3,21% | 0,34 CHF | 0,35 CHF | 600 000 | 200 000 | 600 000 | 199 999 | 184 924 CHF | 63 641 CHF | 99,38% | 99,38% |
12/11/2024 | 2,23% | 0,40 CHF | 0,41 CHF | 600 000 | 200 000 | 600 000 | 199 999 | 267 158 CHF | 91 052 CHF | 99,38% | 99,38% |
11/11/2024 | 2,07% | 0,49 CHF | 0,50 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 287 483 CHF | 97 828 CHF | 99,37% | 99,37% |
08/11/2024 | 2,37% | 0,41 CHF | 0,42 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 250 269 CHF | 85 423 CHF | 99,37% | 99,37% |
07/11/2024 | 2,19% | 0,45 CHF | 0,46 CHF | 600 000 | 200 000 | 600 000 | 199 998 | 271 089 CHF | 92 362 CHF | 98,37% | 98,37% |