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 | 3,32% | 0,28 CHF | 0,29 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 222 137 CHF | 76 546 CHF | 99,37% | 99,37% |
19/11/2024 | 3,20% | 0,31 CHF | 0,32 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 231 546 CHF | 79 682 CHF | 96,70% | 96,70% |
18/11/2024 | 2,87% | 0,35 CHF | 0,36 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 257 716 CHF | 88 406 CHF | 97,50% | 97,50% |
15/11/2024 | 2,92% | 0,34 CHF | 0,35 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 252 833 CHF | 86 778 CHF | 95,84% | 95,84% |
14/11/2024 | 3,13% | 0,32 CHF | 0,33 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 236 252 CHF | 81 251 CHF | 99,31% | 99,31% |
13/11/2024 | 3,18% | 0,30 CHF | 0,31 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 232 586 CHF | 80 029 CHF | 98,76% | 98,76% |
12/11/2024 | 3,02% | 0,31 CHF | 0,32 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 244 461 CHF | 83 987 CHF | 99,34% | 99,34% |
11/11/2024 | 2,84% | 0,36 CHF | 0,37 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 260 645 CHF | 89 382 CHF | 99,38% | 99,38% |
08/11/2024 | 3,14% | 0,32 CHF | 0,33 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 235 337 CHF | 80 946 CHF | 98,25% | 98,25% |
07/11/2024 | 2,90% | 0,32 CHF | 0,33 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 255 492 CHF | 87 664 CHF | 98,70% | 98,70% |