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 | 1,94% | 0,50 CHF | 0,51 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 306 557 CHF | 104 186 CHF | 97,67% | 97,67% |
19/11/2024 | 1,86% | 0,54 CHF | 0,55 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 320 353 CHF | 108 784 CHF | 94,47% | 94,47% |
18/11/2024 | 1,76% | 0,54 CHF | 0,55 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 338 551 CHF | 114 850 CHF | 96,26% | 96,26% |
15/11/2024 | 1,77% | 0,60 CHF | 0,61 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 335 604 CHF | 113 868 CHF | 96,43% | 96,43% |
14/11/2024 | 1,79% | 0,56 CHF | 0,57 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 332 292 CHF | 112 764 CHF | 96,94% | 96,94% |
13/11/2024 | 1,75% | 0,56 CHF | 0,57 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 340 787 CHF | 115 596 CHF | 97,85% | 97,85% |
12/11/2024 | 1,65% | 0,58 CHF | 0,59 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 360 888 CHF | 122 296 CHF | 98,40% | 98,40% |
11/11/2024 | 1,60% | 0,62 CHF | 0,63 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 372 194 CHF | 126 065 CHF | 98,43% | 98,43% |
08/11/2024 | 1,50% | 0,66 CHF | 0,67 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 396 088 CHF | 134 029 CHF | 96,32% | 96,32% |
07/11/2024 | 1,47% | 0,65 CHF | 0,66 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 405 554 CHF | 137 185 CHF | 98,03% | 98,03% |