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 | 2,07% | 0,47 CHF | 0,48 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 287 618 CHF | 97 873 CHF | 96,17% | 96,17% |
19/11/2024 | 1,97% | 0,51 CHF | 0,52 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 301 752 CHF | 102 584 CHF | 94,98% | 94,98% |
18/11/2024 | 1,85% | 0,51 CHF | 0,52 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 321 175 CHF | 109 058 CHF | 96,39% | 96,39% |
15/11/2024 | 1,87% | 0,58 CHF | 0,59 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 317 882 CHF | 107 961 CHF | 96,43% | 96,43% |
14/11/2024 | 1,89% | 0,53 CHF | 0,54 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 314 071 CHF | 106 690 CHF | 97,34% | 97,34% |
13/11/2024 | 1,85% | 0,53 CHF | 0,54 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 322 446 CHF | 109 482 CHF | 97,81% | 97,81% |
12/11/2024 | 1,73% | 0,55 CHF | 0,56 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 343 372 CHF | 116 457 CHF | 98,86% | 98,86% |
11/11/2024 | 1,68% | 0,59 CHF | 0,60 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 354 382 CHF | 120 127 CHF | 98,61% | 98,61% |
08/11/2024 | 1,57% | 0,63 CHF | 0,64 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 378 926 CHF | 128 309 CHF | 97,12% | 97,12% |
07/11/2024 | 1,52% | 0,62 CHF | 0,63 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 390 873 CHF | 132 291 CHF | 98,24% | 98,24% |