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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 1,69% | 0,56 CHF | 0,57 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 352 065 CHF | 119 355 CHF | 99,38% | 99,38% |
20/11/2024 | 1,73% | 0,60 CHF | 0,61 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 344 173 CHF | 116 724 CHF | 99,42% | 99,42% |
19/11/2024 | 1,66% | 0,61 CHF | 0,62 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 359 239 CHF | 121 746 CHF | 96,72% | 96,72% |
18/11/2024 | 1,79% | 0,54 CHF | 0,55 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 332 416 CHF | 112 805 CHF | 97,71% | 97,71% |
15/11/2024 | 1,81% | 0,55 CHF | 0,56 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 328 117 CHF | 111 372 CHF | 96,59% | 96,59% |
14/11/2024 | 1,72% | 0,56 CHF | 0,57 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 346 310 CHF | 117 437 CHF | 99,38% | 99,38% |
13/11/2024 | 1,62% | 0,61 CHF | 0,62 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 367 655 CHF | 124 552 CHF | 99,38% | 99,38% |
12/11/2024 | 1,74% | 0,64 CHF | 0,65 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 343 094 CHF | 116 365 CHF | 99,36% | 99,36% |
11/11/2024 | 2,07% | 0,50 CHF | 0,51 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 287 373 CHF | 97 791 CHF | 99,33% | 99,33% |
08/11/2024 | 2,03% | 0,50 CHF | 0,51 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 293 131 CHF | 99 710 CHF | 99,32% | 99,32% |