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 | 1,33% | 0,74 CHF | 0,75 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 559 133 CHF | 188 878 CHF | 99,36% | 99,36% |
19/11/2024 | 1,29% | 0,77 CHF | 0,78 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 577 656 CHF | 195 052 CHF | 96,58% | 96,58% |
18/11/2024 | 1,26% | 0,78 CHF | 0,79 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 591 236 CHF | 199 579 CHF | 97,58% | 97,58% |
15/11/2024 | 1,28% | 0,80 CHF | 0,81 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 584 384 CHF | 197 295 CHF | 91,83% | 91,83% |
14/11/2024 | 1,23% | 0,81 CHF | 0,82 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 606 392 CHF | 204 631 CHF | 99,24% | 99,24% |
13/11/2024 | 1,29% | 0,79 CHF | 0,80 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 576 440 CHF | 194 647 CHF | 99,08% | 99,08% |
12/11/2024 | 1,31% | 0,78 CHF | 0,79 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 566 691 CHF | 191 397 CHF | 99,34% | 99,34% |
11/11/2024 | 1,45% | 0,72 CHF | 0,73 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 513 941 CHF | 173 814 CHF | 99,32% | 99,32% |
08/11/2024 | 1,53% | 0,68 CHF | 0,69 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 487 901 CHF | 165 134 CHF | 99,32% | 99,32% |
07/11/2024 | 1,63% | 0,60 CHF | 0,61 CHF | 900 000 | 300 000 | 895 857 | 298 619 | 546 273 CHF | 185 077 CHF | 98,53% | 98,53% |