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 | 2,20% | 0,58 CHF | 0,59 CHF | 300 000 | 150 000 | 300 000 | 150 000 | 175 482 CHF | 89 691 CHF | 99,37% | 99,37% |
19/11/2024 | 2,42% | 0,54 CHF | 0,55 CHF | 300 000 | 150 000 | 300 000 | 150 000 | 159 127 CHF | 81 514 CHF | 99,37% | 99,37% |
18/11/2024 | 2,31% | 0,55 CHF | 0,57 CHF | 300 000 | 150 000 | 300 000 | 150 000 | 166 701 CHF | 85 301 CHF | 99,23% | 99,23% |
15/11/2024 | 2,30% | 0,55 CHF | 0,56 CHF | 300 000 | 150 000 | 300 000 | 150 000 | 167 420 CHF | 85 660 CHF | 99,37% | 99,37% |
14/11/2024 | 2,14% | 0,60 CHF | 0,62 CHF | 300 000 | 150 000 | 250 371 | 150 000 | 150 325 CHF | 92 100 CHF | 99,37% | 99,37% |
13/11/2024 | 2,10% | 0,61 CHF | 0,62 CHF | 300 000 | 150 000 | 299 712 | 150 000 | 183 471 CHF | 93 775 CHF | 99,37% | 99,37% |
12/11/2024 | 1,97% | 0,63 CHF | 0,65 CHF | 300 000 | 150 000 | 253 364 | 150 000 | 165 192 CHF | 99 774 CHF | 99,37% | 99,37% |
11/11/2024 | 1,84% | 0,68 CHF | 0,69 CHF | 225 000 | 150 000 | 225 000 | 150 000 | 157 843 CHF | 107 179 CHF | 99,37% | 99,37% |
08/11/2024 | 1,80% | 0,70 CHF | 0,71 CHF | 225 000 | 150 000 | 225 000 | 150 000 | 160 813 CHF | 109 159 CHF | 99,25% | 99,25% |
07/11/2024 | 1,77% | 0,72 CHF | 0,73 CHF | 225 000 | 150 000 | 225 000 | 150 000 | 163 941 CHF | 111 244 CHF | 99,30% | 99,30% |