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 | 3,10% | 0,30 CHF | 0,31 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 286 492 CHF | 98 497 CHF | 99,17% | 99,17% |
19/11/2024 | 3,07% | 0,32 CHF | 0,33 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 288 705 CHF | 99 235 CHF | 99,16% | 99,16% |
18/11/2024 | 2,86% | 0,34 CHF | 0,35 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 310 196 CHF | 106 399 CHF | 99,22% | 99,22% |
15/11/2024 | 2,72% | 0,35 CHF | 0,36 CHF | 900 000 | 300 000 | 899 181 | 299 727 | 325 867 CHF | 111 620 CHF | 99,17% | 99,17% |
14/11/2024 | 2,68% | 0,38 CHF | 0,39 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 331 258 CHF | 113 420 CHF | 99,16% | 99,16% |
13/11/2024 | 2,77% | 0,35 CHF | 0,36 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 321 198 CHF | 110 066 CHF | 99,16% | 99,16% |
12/11/2024 | 2,65% | 0,36 CHF | 0,37 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 335 123 CHF | 114 708 CHF | 99,16% | 99,16% |
11/11/2024 | 2,43% | 0,42 CHF | 0,43 CHF | 750 000 | 250 000 | 759 794 | 253 265 | 308 523 CHF | 105 374 CHF | 99,16% | 99,16% |
08/11/2024 | 2,44% | 0,40 CHF | 0,41 CHF | 750 000 | 250 000 | 786 249 | 262 083 | 317 621 CHF | 108 495 CHF | 99,16% | 99,16% |
07/11/2024 | 2,23% | 0,44 CHF | 0,45 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 333 168 CHF | 113 556 CHF | 98,26% | 98,26% |