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 | 1,22% | 0,85 CHF | 0,86 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 489 806 CHF | 165 269 CHF | 99,35% | 99,35% |
19/11/2024 | 1,23% | 0,82 CHF | 0,83 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 485 538 CHF | 163 846 CHF | 96,68% | 96,68% |
18/11/2024 | 1,19% | 0,81 CHF | 0,82 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 502 111 CHF | 169 370 CHF | 97,34% | 97,34% |
15/11/2024 | 1,39% | 0,76 CHF | 0,77 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 429 322 CHF | 145 107 CHF | 96,50% | 96,50% |
14/11/2024 | 1,53% | 0,62 CHF | 0,63 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 389 584 CHF | 131 861 CHF | 99,32% | 99,32% |
13/11/2024 | 1,21% | 0,82 CHF | 0,83 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 492 499 CHF | 166 166 CHF | 98,83% | 98,83% |
12/11/2024 | 1,28% | 0,79 CHF | 0,80 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 464 581 CHF | 156 860 CHF | 99,37% | 99,37% |
11/11/2024 | 1,25% | 0,80 CHF | 0,81 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 475 686 CHF | 160 562 CHF | 99,37% | 99,37% |
08/11/2024 | 1,19% | 0,85 CHF | 0,86 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 502 655 CHF | 169 552 CHF | 99,37% | 99,37% |
07/11/2024 | 1,17% | 0,84 CHF | 0,85 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 509 711 CHF | 171 904 CHF | 98,66% | 98,66% |