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 | 1,44% | 0,67 CHF | 0,68 CHF | 600 000 | 200 000 | 599 590 | 199 863 | 412 700 CHF | 139 565 CHF | 98,93% | 98,93% |
19/11/2024 | 1,43% | 0,71 CHF | 0,72 CHF | 600 000 | 200 000 | 598 234 | 199 411 | 414 606 CHF | 140 196 CHF | 96,51% | 96,51% |
18/11/2024 | 1,39% | 0,73 CHF | 0,74 CHF | 600 000 | 200 000 | 477 647 | 159 216 | 341 194 CHF | 115 324 CHF | 94,16% | 94,16% |
15/11/2024 | 1,48% | 0,71 CHF | 0,72 CHF | 600 000 | 200 000 | 575 009 | 191 670 | 385 771 CHF | 130 507 CHF | 90,74% | 90,74% |
14/11/2024 | 1,55% | 0,64 CHF | 0,65 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 383 045 CHF | 129 682 CHF | 94,64% | 94,64% |
13/11/2024 | 1,56% | 0,63 CHF | 0,64 CHF | 600 000 | 200 000 | 599 972 | 199 991 | 382 726 CHF | 129 575 CHF | 83,14% | 83,14% |
12/11/2024 | 1,73% | 0,59 CHF | 0,60 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 344 211 CHF | 116 737 CHF | 91,87% | 91,87% |
11/11/2024 | 1,91% | 0,56 CHF | 0,57 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 311 586 CHF | 105 862 CHF | 82,30% | 82,30% |
08/11/2024 | 1,81% | 0,53 CHF | 0,54 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 328 002 CHF | 111 334 CHF | 89,17% | 89,17% |
07/11/2024 | 1,80% | 0,55 CHF | 0,56 CHF | 600 000 | 200 000 | 531 666 | 177 222 | 293 059 CHF | 99 459 CHF | 80,47% | 80,47% |