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 | 3,88% | 0,24 CHF | 0,25 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 189 782 CHF | 65 761 CHF | 98,10% | 98,10% |
19/11/2024 | 4,12% | 0,25 CHF | 0,26 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 178 695 CHF | 62 065 CHF | 98,50% | 98,50% |
18/11/2024 | 3,59% | 0,28 CHF | 0,29 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 205 211 CHF | 70 904 CHF | 98,77% | 98,77% |
15/11/2024 | 3,56% | 0,28 CHF | 0,29 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 207 419 CHF | 71 640 CHF | 98,51% | 98,51% |
14/11/2024 | 4,04% | 0,25 CHF | 0,26 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 181 815 CHF | 63 105 CHF | 97,46% | 97,46% |
13/11/2024 | 3,89% | 0,24 CHF | 0,25 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 189 597 CHF | 65 699 CHF | 98,90% | 98,90% |
12/11/2024 | 3,57% | 0,25 CHF | 0,26 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 206 793 CHF | 71 431 CHF | 98,59% | 98,59% |
11/11/2024 | 2,75% | 0,34 CHF | 0,35 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 215 026 CHF | 73 675 CHF | 98,83% | 98,83% |
08/11/2024 | 3,08% | 0,30 CHF | 0,31 CHF | 750 000 | 250 000 | 652 747 | 217 582 | 208 378 CHF | 71 635 CHF | 98,51% | 98,51% |
07/11/2024 | 2,41% | 0,44 CHF | 0,45 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 246 811 CHF | 84 270 CHF | 98,09% | 98,09% |