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 | 2,67% | 0,36 CHF | 0,37 CHF | 750 000 | 150 000 | 750 000 | 150 000 | 277 697 CHF | 57 039 CHF | 99,17% | 99,17% |
19/11/2024 | 2,57% | 0,39 CHF | 0,40 CHF | 750 000 | 150 000 | 750 000 | 150 000 | 287 742 CHF | 59 048 CHF | 99,16% | 99,16% |
18/11/2024 | 2,67% | 0,38 CHF | 0,39 CHF | 750 000 | 150 000 | 750 000 | 150 000 | 277 212 CHF | 56 942 CHF | 99,23% | 99,23% |
15/11/2024 | 2,89% | 0,35 CHF | 0,36 CHF | 750 000 | 150 000 | 750 000 | 150 000 | 256 104 CHF | 52 721 CHF | 99,17% | 99,17% |
14/11/2024 | 2,82% | 0,35 CHF | 0,36 CHF | 750 000 | 150 000 | 750 000 | 150 000 | 262 904 CHF | 54 081 CHF | 99,16% | 99,16% |
13/11/2024 | 3,38% | 0,28 CHF | 0,29 CHF | 750 000 | 150 000 | 750 000 | 150 000 | 218 116 CHF | 45 123 CHF | 99,16% | 99,16% |
12/11/2024 | 3,24% | 0,30 CHF | 0,31 CHF | 750 000 | 150 000 | 750 000 | 150 000 | 227 727 CHF | 47 046 CHF | 99,17% | 99,17% |
11/11/2024 | 2,45% | 0,35 CHF | 0,36 CHF | 750 000 | 150 000 | 678 928 | 150 000 | 273 499 CHF | 62 371 CHF | 99,17% | 99,17% |
08/11/2024 | 2,18% | 0,44 CHF | 0,45 CHF | 600 000 | 150 000 | 600 000 | 150 000 | 273 092 CHF | 69 773 CHF | 99,17% | 99,17% |
07/11/2024 | 2,14% | 0,46 CHF | 0,47 CHF | 600 000 | 150 000 | 600 000 | 150 000 | 277 187 CHF | 70 797 CHF | 98,27% | 98,27% |