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 | 3,48% | 0,28 CHF | 0,29 CHF | 750 000 | 75 000 | 750 000 | 75 000 | 211 761 CHF | 21 926 CHF | 99,17% | 99,17% |
19/11/2024 | 3,61% | 0,27 CHF | 0,28 CHF | 750 000 | 75 000 | 750 000 | 75 000 | 204 057 CHF | 21 156 CHF | 99,16% | 99,16% |
18/11/2024 | 3,24% | 0,29 CHF | 0,30 CHF | 750 000 | 75 000 | 749 993 | 75 000 | 227 834 CHF | 23 534 CHF | 98,78% | 98,78% |
15/11/2024 | 3,31% | 0,35 CHF | 0,36 CHF | 600 000 | 75 000 | 741 994 | 74 968 | 220 474 CHF | 23 052 CHF | 99,17% | 99,17% |
14/11/2024 | 2,97% | 0,32 CHF | 0,33 CHF | 750 000 | 75 000 | 609 169 | 75 000 | 202 062 CHF | 25 641 CHF | 99,16% | 99,16% |
13/11/2024 | 3,04% | 0,33 CHF | 0,34 CHF | 600 000 | 75 000 | 635 743 | 74 968 | 205 829 CHF | 25 041 CHF | 98,93% | 98,93% |
12/11/2024 | 2,67% | 0,34 CHF | 0,35 CHF | 600 000 | 75 000 | 600 000 | 74 937 | 222 759 CHF | 28 571 CHF | 99,17% | 99,17% |
11/11/2024 | 2,42% | 0,43 CHF | 0,44 CHF | 600 000 | 75 000 | 600 000 | 75 000 | 245 073 CHF | 31 384 CHF | 99,16% | 99,16% |
08/11/2024 | 2,76% | 0,34 CHF | 0,35 CHF | 600 000 | 75 000 | 600 000 | 75 000 | 214 654 CHF | 27 582 CHF | 99,16% | 99,16% |
07/11/2024 | 2,77% | 0,36 CHF | 0,37 CHF | 600 000 | 75 000 | 599 838 | 75 000 | 213 898 CHF | 27 495 CHF | 98,26% | 98,26% |