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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 2,00% | 0,50 CHF | 0,51 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 297 828 CHF | 101 276 CHF | 99,17% | 99,17% |
22/11/2024 | 2,00% | 0,50 CHF | 0,51 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 297 203 CHF | 101 068 CHF | 99,16% | 99,16% |
20/11/2024 | 1,94% | 0,49 CHF | 0,50 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 306 651 CHF | 104 217 CHF | 99,17% | 99,17% |
19/11/2024 | 1,93% | 0,51 CHF | 0,52 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 307 951 CHF | 104 650 CHF | 99,16% | 99,16% |
18/11/2024 | 1,81% | 0,55 CHF | 0,56 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 327 800 CHF | 111 267 CHF | 99,23% | 99,23% |
15/11/2024 | 1,75% | 0,55 CHF | 0,56 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 340 891 CHF | 115 630 CHF | 99,17% | 99,17% |
14/11/2024 | 1,73% | 0,59 CHF | 0,60 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 343 328 CHF | 116 442 CHF | 99,15% | 99,15% |
13/11/2024 | 1,79% | 0,55 CHF | 0,56 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 331 685 CHF | 112 562 CHF | 99,16% | 99,16% |
12/11/2024 | 1,72% | 0,55 CHF | 0,56 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 345 812 CHF | 117 271 CHF | 99,16% | 99,16% |
11/11/2024 | 1,60% | 0,64 CHF | 0,65 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 372 177 CHF | 126 059 CHF | 99,16% | 99,16% |