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 | 1,48% | 0,66 CHF | 0,67 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 402 580 CHF | 136 193 CHF | 97,66% | 97,66% |
19/11/2024 | 1,42% | 0,70 CHF | 0,71 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 418 173 CHF | 141 391 CHF | 95,53% | 95,53% |
18/11/2024 | 1,36% | 0,71 CHF | 0,72 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 437 998 CHF | 147 999 CHF | 96,27% | 96,27% |
15/11/2024 | 1,37% | 0,77 CHF | 0,78 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 434 664 CHF | 146 888 CHF | 96,44% | 96,44% |
14/11/2024 | 1,38% | 0,73 CHF | 0,74 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 430 809 CHF | 145 603 CHF | 96,89% | 96,89% |
13/11/2024 | 1,36% | 0,72 CHF | 0,73 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 439 325 CHF | 148 442 CHF | 97,79% | 97,79% |
12/11/2024 | 1,29% | 0,75 CHF | 0,76 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 460 574 CHF | 155 525 CHF | 97,95% | 97,95% |
11/11/2024 | 1,26% | 0,78 CHF | 0,79 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 472 172 CHF | 159 391 CHF | 98,43% | 98,43% |
08/11/2024 | 1,20% | 0,83 CHF | 0,84 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 497 426 CHF | 167 809 CHF | 96,32% | 96,32% |
07/11/2024 | 1,17% | 0,82 CHF | 0,83 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 508 849 CHF | 171 616 CHF | 98,04% | 98,04% |