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 | 1,55% | 0,65 CHF | 0,66 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 383 440 CHF | 129 813 CHF | 98,87% | 98,87% |
19/11/2024 | 1,67% | 0,61 CHF | 0,62 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 356 611 CHF | 120 870 CHF | 98,57% | 98,57% |
18/11/2024 | 1,76% | 0,57 CHF | 0,58 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 338 627 CHF | 114 876 CHF | 97,65% | 97,65% |
15/11/2024 | 1,76% | 0,56 CHF | 0,57 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 337 600 CHF | 114 533 CHF | 97,98% | 97,98% |
14/11/2024 | 1,74% | 0,58 CHF | 0,59 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 341 954 CHF | 115 985 CHF | 97,30% | 97,30% |
13/11/2024 | 1,85% | 0,55 CHF | 0,56 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 321 386 CHF | 109 129 CHF | 98,89% | 98,89% |
12/11/2024 | 1,41% | 0,73 CHF | 0,74 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 422 738 CHF | 142 913 CHF | 97,94% | 97,94% |
11/11/2024 | 1,47% | 0,68 CHF | 0,69 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 406 212 CHF | 137 404 CHF | 98,82% | 98,82% |
08/11/2024 | 1,36% | 0,73 CHF | 0,74 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 437 764 CHF | 147 921 CHF | 98,77% | 98,77% |
07/11/2024 | 1,35% | 0,73 CHF | 0,74 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 442 834 CHF | 149 611 CHF | 97,61% | 97,61% |