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 | 3,67% | 0,26 CHF | 0,27 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 200 499 CHF | 69 333 CHF | 99,40% | 99,40% |
19/11/2024 | 3,61% | 0,26 CHF | 0,27 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 204 211 CHF | 70 570 CHF | 99,43% | 99,43% |
18/11/2024 | 3,68% | 0,27 CHF | 0,28 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 200 176 CHF | 69 225 CHF | 99,55% | 99,55% |
15/11/2024 | 3,61% | 0,27 CHF | 0,28 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 204 280 CHF | 70 593 CHF | 99,41% | 99,41% |
14/11/2024 | 2,93% | 0,35 CHF | 0,36 CHF | 600 000 | 200 000 | 629 756 | 209 919 | 211 327 CHF | 72 541 CHF | 97,55% | 97,55% |
13/11/2024 | 2,87% | 0,34 CHF | 0,35 CHF | 600 000 | 200 000 | 623 124 | 207 708 | 213 899 CHF | 73 377 CHF | 99,38% | 99,38% |
12/11/2024 | 2,69% | 0,36 CHF | 0,37 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 220 341 CHF | 75 447 CHF | 96,17% | 96,17% |
11/11/2024 | 2,51% | 0,39 CHF | 0,40 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 236 326 CHF | 80 775 CHF | 99,37% | 99,37% |
08/11/2024 | 2,49% | 0,39 CHF | 0,40 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 238 214 CHF | 81 405 CHF | 99,22% | 99,22% |
07/11/2024 | 2,54% | 0,39 CHF | 0,40 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 233 631 CHF | 79 877 CHF | 98,60% | 98,60% |