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 | 2,64% | 0,34 CHF | 0,35 CHF | 600 000 | 200 000 | 554 586 | 184 862 | 207 157 CHF | 70 901 CHF | 99,38% | 99,38% |
19/11/2024 | 2,76% | 0,36 CHF | 0,37 CHF | 600 000 | 200 000 | 595 751 | 198 584 | 212 752 CHF | 72 903 CHF | 99,38% | 99,38% |
18/11/2024 | 2,62% | 0,37 CHF | 0,38 CHF | 600 000 | 200 000 | 584 428 | 194 809 | 219 703 CHF | 75 183 CHF | 99,37% | 99,37% |
15/11/2024 | 2,36% | 0,41 CHF | 0,42 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 188 714 CHF | 64 405 CHF | 99,36% | 99,36% |
14/11/2024 | 2,33% | 0,44 CHF | 0,45 CHF | 450 000 | 150 000 | 452 086 | 150 695 | 192 257 CHF | 65 593 CHF | 99,38% | 99,38% |
13/11/2024 | 2,51% | 0,42 CHF | 0,43 CHF | 450 000 | 150 000 | 564 987 | 188 329 | 221 858 CHF | 75 836 CHF | 99,38% | 99,38% |
12/11/2024 | 2,32% | 0,39 CHF | 0,40 CHF | 600 000 | 200 000 | 467 854 | 155 951 | 198 655 CHF | 67 778 CHF | 99,15% | 99,15% |
11/11/2024 | 2,16% | 0,45 CHF | 0,46 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 206 470 CHF | 70 323 CHF | 99,38% | 99,38% |
08/11/2024 | 2,32% | 0,43 CHF | 0,44 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 191 637 CHF | 65 379 CHF | 99,37% | 99,37% |
07/11/2024 | 2,31% | 0,44 CHF | 0,45 CHF | 450 000 | 150 000 | 467 401 | 155 800 | 200 251 CHF | 68 309 CHF | 98,59% | 98,59% |