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 | 2,12% | 0,44 CHF | 0,45 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 280 170 CHF | 95 390 CHF | 99,35% | 99,35% |
20/11/2024 | 2,18% | 0,48 CHF | 0,49 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 272 173 CHF | 92 724 CHF | 99,41% | 99,41% |
19/11/2024 | 2,07% | 0,49 CHF | 0,50 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 287 218 CHF | 97 739 CHF | 96,70% | 96,70% |
18/11/2024 | 2,27% | 0,42 CHF | 0,43 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 260 981 CHF | 88 994 CHF | 97,68% | 97,68% |
15/11/2024 | 2,31% | 0,43 CHF | 0,44 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 256 607 CHF | 87 536 CHF | 96,58% | 96,58% |
14/11/2024 | 2,16% | 0,44 CHF | 0,45 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 274 825 CHF | 93 608 CHF | 99,38% | 99,38% |
13/11/2024 | 2,01% | 0,49 CHF | 0,50 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 295 773 CHF | 100 591 CHF | 99,36% | 99,36% |
12/11/2024 | 2,19% | 0,52 CHF | 0,53 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 271 929 CHF | 92 643 CHF | 99,40% | 99,40% |
11/11/2024 | 2,71% | 0,38 CHF | 0,39 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 218 160 CHF | 74 720 CHF | 99,31% | 99,31% |
08/11/2024 | 2,65% | 0,39 CHF | 0,40 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 223 854 CHF | 76 618 CHF | 99,34% | 99,34% |