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 | 1,83% | 0,54 CHF | 0,55 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 325 485 CHF | 110 495 CHF | 99,39% | 99,39% |
19/11/2024 | 1,76% | 0,53 CHF | 0,54 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 337 686 CHF | 114 562 CHF | 98,89% | 98,89% |
18/11/2024 | 1,76% | 0,55 CHF | 0,56 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 338 894 CHF | 114 965 CHF | 99,35% | 99,35% |
15/11/2024 | 1,70% | 0,59 CHF | 0,60 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 350 792 CHF | 118 931 CHF | 99,39% | 99,39% |
14/11/2024 | 1,64% | 0,60 CHF | 0,61 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 362 567 CHF | 122 856 CHF | 96,79% | 96,79% |
13/11/2024 | 1,79% | 0,55 CHF | 0,56 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 332 181 CHF | 112 727 CHF | 99,35% | 99,35% |
12/11/2024 | 1,78% | 0,55 CHF | 0,56 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 335 050 CHF | 113 683 CHF | 93,13% | 93,13% |
11/11/2024 | 1,73% | 0,56 CHF | 0,57 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 343 975 CHF | 116 658 CHF | 99,37% | 99,37% |
08/11/2024 | 1,75% | 0,55 CHF | 0,56 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 340 133 CHF | 115 378 CHF | 98,70% | 98,70% |
07/11/2024 | 1,71% | 0,55 CHF | 0,56 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 348 101 CHF | 118 034 CHF | 98,62% | 98,62% |