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 | 2,19% | 0,46 CHF | 0,47 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 339 266 CHF | 115 589 CHF | 98,93% | 98,93% |
19/11/2024 | 2,10% | 0,46 CHF | 0,47 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 353 206 CHF | 120 235 CHF | 98,26% | 98,26% |
18/11/2024 | 2,48% | 0,41 CHF | 0,42 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 298 700 CHF | 102 067 CHF | 98,92% | 98,92% |
15/11/2024 | 2,62% | 0,38 CHF | 0,39 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 282 449 CHF | 96 650 CHF | 98,34% | 98,34% |
14/11/2024 | 2,57% | 0,35 CHF | 0,36 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 288 516 CHF | 98 672 CHF | 97,75% | 97,75% |
13/11/2024 | 2,40% | 0,44 CHF | 0,45 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 310 372 CHF | 105 957 CHF | 98,89% | 98,89% |
12/11/2024 | 2,95% | 0,34 CHF | 0,35 CHF | 750 000 | 250 000 | 794 378 | 264 793 | 266 168 CHF | 91 371 CHF | 97,60% | 97,60% |
11/11/2024 | 2,40% | 0,40 CHF | 0,41 CHF | 750 000 | 250 000 | 758 930 | 252 977 | 313 818 CHF | 107 136 CHF | 98,64% | 98,64% |
08/11/2024 | 2,03% | 0,49 CHF | 0,50 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 366 657 CHF | 124 719 CHF | 97,38% | 97,38% |
07/11/2024 | 2,11% | 0,48 CHF | 0,49 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 352 320 CHF | 119 940 CHF | 98,11% | 98,11% |