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 | 2,87% | 0,32 CHF | 0,33 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 206 743 CHF | 70 914 CHF | 99,14% | 99,14% |
19/11/2024 | 2,94% | 0,34 CHF | 0,35 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 201 032 CHF | 69 011 CHF | 99,37% | 99,37% |
18/11/2024 | 2,84% | 0,36 CHF | 0,37 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 208 688 CHF | 71 563 CHF | 99,23% | 99,23% |
15/11/2024 | 2,41% | 0,37 CHF | 0,38 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 246 546 CHF | 84 182 CHF | 98,77% | 98,77% |
14/11/2024 | 2,25% | 0,47 CHF | 0,48 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 264 112 CHF | 90 037 CHF | 99,38% | 99,38% |
13/11/2024 | 2,37% | 0,41 CHF | 0,42 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 249 976 CHF | 85 326 CHF | 99,37% | 99,37% |
12/11/2024 | 2,17% | 0,44 CHF | 0,45 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 273 361 CHF | 93 120 CHF | 99,37% | 99,37% |
11/11/2024 | 1,96% | 0,49 CHF | 0,50 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 302 649 CHF | 102 883 CHF | 99,37% | 99,37% |
08/11/2024 | 1,90% | 0,50 CHF | 0,51 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 313 370 CHF | 106 457 CHF | 99,37% | 99,37% |
07/11/2024 | 1,81% | 0,56 CHF | 0,57 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 329 232 CHF | 111 744 CHF | 99,28% | 99,28% |