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 | 2,33% | 0,41 CHF | 0,42 CHF | 600 000 | 200 000 | 599 200 | 199 733 | 253 850 CHF | 86 614 CHF | 99,59% | 99,59% |
19/11/2024 | 2,29% | 0,43 CHF | 0,44 CHF | 600 000 | 200 000 | 572 018 | 190 673 | 246 384 CHF | 84 035 CHF | 99,54% | 99,54% |
18/11/2024 | 2,33% | 0,45 CHF | 0,46 CHF | 450 000 | 150 000 | 570 180 | 190 060 | 241 584 CHF | 82 429 CHF | 99,58% | 99,58% |
15/11/2024 | 2,35% | 0,43 CHF | 0,44 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 252 179 CHF | 86 060 CHF | 99,26% | 99,26% |
14/11/2024 | 2,49% | 0,41 CHF | 0,42 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 238 339 CHF | 81 446 CHF | 98,26% | 98,26% |
13/11/2024 | 2,84% | 0,35 CHF | 0,36 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 208 313 CHF | 71 438 CHF | 99,57% | 99,57% |
12/11/2024 | 2,61% | 0,35 CHF | 0,36 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 227 048 CHF | 77 683 CHF | 99,58% | 99,58% |
11/11/2024 | 2,37% | 0,40 CHF | 0,41 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 250 001 CHF | 85 334 CHF | 99,57% | 99,57% |
08/11/2024 | 2,31% | 0,40 CHF | 0,41 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 256 474 CHF | 87 491 CHF | 98,56% | 98,56% |
07/11/2024 | 2,13% | 0,47 CHF | 0,48 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 278 276 CHF | 94 759 CHF | 98,51% | 98,51% |