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 | 1,51% | 0,64 CHF | 0,65 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 394 628 CHF | 133 543 CHF | 98,88% | 98,88% |
19/11/2024 | 1,60% | 0,62 CHF | 0,63 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 371 877 CHF | 125 959 CHF | 95,76% | 95,76% |
18/11/2024 | 1,47% | 0,68 CHF | 0,69 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 404 113 CHF | 136 704 CHF | 97,05% | 97,05% |
15/11/2024 | 1,49% | 0,66 CHF | 0,67 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 398 564 CHF | 134 855 CHF | 94,58% | 94,58% |
14/11/2024 | 1,58% | 0,65 CHF | 0,66 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 377 614 CHF | 127 871 CHF | 98,58% | 98,58% |
13/11/2024 | 1,62% | 0,57 CHF | 0,58 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 367 785 CHF | 124 595 CHF | 98,24% | 98,24% |
12/11/2024 | 1,51% | 0,62 CHF | 0,63 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 393 302 CHF | 133 101 CHF | 98,94% | 98,94% |
11/11/2024 | 1,54% | 0,69 CHF | 0,70 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 387 598 CHF | 131 199 CHF | 98,92% | 98,92% |
08/11/2024 | 1,67% | 0,58 CHF | 0,59 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 357 545 CHF | 121 182 CHF | 97,28% | 97,28% |
07/11/2024 | 1,40% | 0,68 CHF | 0,69 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 424 426 CHF | 143 475 CHF | 98,16% | 98,16% |