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 | 1,67% | 0,57 CHF | 0,58 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 356 593 CHF | 120 864 CHF | 98,85% | 98,85% |
19/11/2024 | 1,79% | 0,56 CHF | 0,57 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 333 631 CHF | 113 210 CHF | 95,76% | 95,76% |
18/11/2024 | 1,62% | 0,62 CHF | 0,63 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 367 541 CHF | 124 514 CHF | 97,07% | 97,07% |
15/11/2024 | 1,65% | 0,60 CHF | 0,61 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 360 068 CHF | 122 023 CHF | 94,84% | 94,84% |
14/11/2024 | 1,76% | 0,59 CHF | 0,60 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 338 714 CHF | 114 905 CHF | 98,74% | 98,74% |
13/11/2024 | 1,82% | 0,51 CHF | 0,52 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 327 865 CHF | 111 288 CHF | 98,42% | 98,42% |
12/11/2024 | 1,68% | 0,55 CHF | 0,56 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 354 990 CHF | 120 330 CHF | 98,91% | 98,91% |
11/11/2024 | 1,70% | 0,62 CHF | 0,63 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 349 882 CHF | 118 627 CHF | 98,93% | 98,93% |
08/11/2024 | 1,87% | 0,51 CHF | 0,52 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 318 432 CHF | 108 144 CHF | 97,32% | 97,32% |
07/11/2024 | 1,54% | 0,62 CHF | 0,63 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 387 592 CHF | 131 197 CHF | 98,20% | 98,20% |