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 | 2,82% | 0,34 CHF | 0,35 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 209 772 CHF | 71 924 CHF | 99,20% | 99,20% |
19/11/2024 | 2,78% | 0,35 CHF | 0,36 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 213 370 CHF | 73 123 CHF | 99,17% | 99,17% |
18/11/2024 | 2,82% | 0,35 CHF | 0,36 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 209 506 CHF | 71 835 CHF | 99,30% | 99,30% |
15/11/2024 | 2,77% | 0,35 CHF | 0,36 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 213 587 CHF | 73 196 CHF | 99,39% | 99,39% |
14/11/2024 | 2,30% | 0,45 CHF | 0,46 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 258 112 CHF | 88 038 CHF | 97,76% | 97,76% |
13/11/2024 | 2,25% | 0,43 CHF | 0,44 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 264 094 CHF | 90 032 CHF | 99,57% | 99,57% |
12/11/2024 | 2,12% | 0,46 CHF | 0,47 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 279 656 CHF | 95 219 CHF | 99,57% | 99,57% |
11/11/2024 | 1,99% | 0,49 CHF | 0,50 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 298 020 CHF | 101 340 CHF | 99,35% | 99,35% |
08/11/2024 | 1,98% | 0,49 CHF | 0,50 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 300 740 CHF | 102 247 CHF | 99,34% | 99,34% |
07/11/2024 | 2,02% | 0,49 CHF | 0,50 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 294 473 CHF | 100 158 CHF | 97,72% | 97,72% |