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% | 0,42 CHF | 0,43 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 269 956 CHF | 91 985 CHF | 99,38% | 99,38% |
19/11/2024 | 2,29% | 0,44 CHF | 0,45 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 259 756 CHF | 88 585 CHF | 99,38% | 99,38% |
18/11/2024 | 2,19% | 0,45 CHF | 0,46 CHF | 600 000 | 200 000 | 596 353 | 198 784 | 269 520 CHF | 91 828 CHF | 99,38% | 99,38% |
15/11/2024 | 2,00% | 0,49 CHF | 0,50 CHF | 600 000 | 200 000 | 513 949 | 171 316 | 253 440 CHF | 86 193 CHF | 99,36% | 99,36% |
14/11/2024 | 1,98% | 0,51 CHF | 0,52 CHF | 450 000 | 150 000 | 497 971 | 165 990 | 248 045 CHF | 84 342 CHF | 99,38% | 99,38% |
13/11/2024 | 2,12% | 0,50 CHF | 0,51 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 280 501 CHF | 95 500 CHF | 99,38% | 99,38% |
12/11/2024 | 1,98% | 0,46 CHF | 0,47 CHF | 600 000 | 200 000 | 473 635 | 157 878 | 236 663 CHF | 80 467 CHF | 99,14% | 99,14% |
11/11/2024 | 1,86% | 0,53 CHF | 0,54 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 239 641 CHF | 81 380 CHF | 99,38% | 99,38% |
08/11/2024 | 1,98% | 0,50 CHF | 0,51 CHF | 450 000 | 150 000 | 458 231 | 152 744 | 228 657 CHF | 77 746 CHF | 99,38% | 99,38% |
07/11/2024 | 1,96% | 0,51 CHF | 0,52 CHF | 450 000 | 150 000 | 498 570 | 166 190 | 250 703 CHF | 85 230 CHF | 98,58% | 98,58% |