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 | 1,54% | 0,63 CHF | 0,64 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 386 838 CHF | 130 946 CHF | 97,75% | 97,75% |
19/11/2024 | 1,48% | 0,67 CHF | 0,68 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 402 362 CHF | 136 121 CHF | 93,69% | 93,69% |
18/11/2024 | 1,41% | 0,68 CHF | 0,69 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 422 817 CHF | 142 939 CHF | 96,43% | 96,43% |
15/11/2024 | 1,42% | 0,75 CHF | 0,76 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 419 712 CHF | 141 904 CHF | 96,45% | 96,45% |
14/11/2024 | 1,43% | 0,70 CHF | 0,71 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 415 324 CHF | 140 441 CHF | 97,05% | 97,05% |
13/11/2024 | 1,41% | 0,70 CHF | 0,71 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 423 877 CHF | 143 292 CHF | 97,76% | 97,76% |
12/11/2024 | 1,34% | 0,72 CHF | 0,73 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 445 793 CHF | 150 598 CHF | 98,85% | 98,85% |
11/11/2024 | 1,30% | 0,76 CHF | 0,77 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 457 729 CHF | 154 576 CHF | 98,64% | 98,64% |
08/11/2024 | 1,24% | 0,80 CHF | 0,81 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 482 835 CHF | 162 945 CHF | 98,29% | 98,29% |
07/11/2024 | 1,20% | 0,80 CHF | 0,81 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 496 139 CHF | 167 380 CHF | 98,24% | 98,24% |