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 | 2,39% | 0,41 CHF | 0,42 CHF | 600 000 | 200 000 | 589 533 | 196 511 | 243 707 CHF | 83 201 CHF | 99,38% | 99,38% |
19/11/2024 | 2,50% | 0,39 CHF | 0,40 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 237 606 CHF | 81 202 CHF | 96,68% | 96,68% |
18/11/2024 | 2,01% | 0,38 CHF | 0,39 CHF | 600 000 | 200 000 | 477 135 | 159 045 | 235 425 CHF | 80 066 CHF | 97,63% | 97,63% |
15/11/2024 | 1,94% | 0,56 CHF | 0,57 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 230 471 CHF | 78 324 CHF | 96,70% | 96,70% |
14/11/2024 | 2,02% | 0,53 CHF | 0,54 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 221 181 CHF | 75 227 CHF | 99,34% | 99,34% |
13/11/2024 | 2,02% | 0,48 CHF | 0,49 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 221 040 CHF | 75 180 CHF | 99,37% | 99,37% |
12/11/2024 | 1,98% | 0,53 CHF | 0,54 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 225 499 CHF | 76 666 CHF | 99,35% | 99,35% |
11/11/2024 | 1,86% | 0,53 CHF | 0,54 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 239 470 CHF | 81 323 CHF | 99,34% | 99,34% |
08/11/2024 | 1,74% | 0,54 CHF | 0,55 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 256 433 CHF | 86 978 CHF | 99,27% | 99,27% |
07/11/2024 | 1,43% | 0,59 CHF | 0,60 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 313 830 CHF | 106 110 CHF | 98,48% | 98,48% |