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 | 2,27% | 0,44 CHF | 0,45 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 261 912 CHF | 89 304 CHF | 99,30% | 99,30% |
19/11/2024 | 2,18% | 0,43 CHF | 0,44 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 272 510 CHF | 92 837 CHF | 98,96% | 98,96% |
18/11/2024 | 2,16% | 0,45 CHF | 0,46 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 275 350 CHF | 93 783 CHF | 99,46% | 99,46% |
15/11/2024 | 2,08% | 0,48 CHF | 0,49 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 285 326 CHF | 97 109 CHF | 99,37% | 99,37% |
14/11/2024 | 2,01% | 0,49 CHF | 0,50 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 295 946 CHF | 100 649 CHF | 97,95% | 97,95% |
13/11/2024 | 2,22% | 0,44 CHF | 0,45 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 267 404 CHF | 91 135 CHF | 99,35% | 99,35% |
12/11/2024 | 2,19% | 0,45 CHF | 0,46 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 271 312 CHF | 92 437 CHF | 93,13% | 93,13% |
11/11/2024 | 2,12% | 0,46 CHF | 0,47 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 279 759 CHF | 95 253 CHF | 99,37% | 99,37% |
08/11/2024 | 2,15% | 0,45 CHF | 0,46 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 275 653 CHF | 93 885 CHF | 93,11% | 93,11% |
07/11/2024 | 2,09% | 0,45 CHF | 0,46 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 284 166 CHF | 96 722 CHF | 98,62% | 98,62% |