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 | 2,66% | 0,48 CHF | 0,49 CHF | 300 000 | 150 000 | 300 000 | 150 000 | 144 857 CHF | 74 379 CHF | 99,36% | 99,36% |
19/11/2024 | 2,93% | 0,44 CHF | 0,46 CHF | 300 000 | 150 000 | 307 517 | 150 000 | 134 301 CHF | 67 539 CHF | 99,38% | 99,38% |
18/11/2024 | 2,81% | 0,46 CHF | 0,47 CHF | 300 000 | 150 000 | 300 000 | 150 000 | 136 638 CHF | 70 269 CHF | 99,23% | 99,23% |
15/11/2024 | 2,80% | 0,45 CHF | 0,47 CHF | 300 000 | 150 000 | 300 000 | 150 000 | 137 389 CHF | 70 645 CHF | 99,37% | 99,37% |
14/11/2024 | 2,61% | 0,49 CHF | 0,50 CHF | 300 000 | 150 000 | 300 000 | 150 000 | 147 477 CHF | 75 688 CHF | 99,37% | 99,37% |
13/11/2024 | 2,56% | 0,50 CHF | 0,51 CHF | 300 000 | 150 000 | 300 000 | 150 000 | 150 557 CHF | 77 228 CHF | 99,36% | 99,36% |
12/11/2024 | 2,39% | 0,52 CHF | 0,53 CHF | 300 000 | 150 000 | 300 000 | 150 000 | 161 092 CHF | 82 496 CHF | 99,37% | 99,37% |
11/11/2024 | 2,22% | 0,56 CHF | 0,57 CHF | 300 000 | 150 000 | 300 000 | 150 000 | 173 885 CHF | 88 892 CHF | 99,37% | 99,37% |
08/11/2024 | 2,19% | 0,57 CHF | 0,59 CHF | 300 000 | 150 000 | 300 000 | 150 000 | 176 323 CHF | 90 112 CHF | 99,25% | 99,25% |
07/11/2024 | 2,13% | 0,59 CHF | 0,61 CHF | 300 000 | 150 000 | 300 000 | 150 000 | 180 899 CHF | 92 400 CHF | 99,29% | 99,29% |