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 | 4,00% | 0,23 CHF | 0,24 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 147 373 CHF | 51 124 CHF | 99,13% | 99,13% |
19/11/2024 | 4,17% | 0,24 CHF | 0,25 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 141 165 CHF | 49 055 CHF | 99,38% | 99,38% |
18/11/2024 | 3,97% | 0,25 CHF | 0,26 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 148 170 CHF | 51 390 CHF | 99,23% | 99,23% |
15/11/2024 | 3,39% | 0,27 CHF | 0,28 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 174 222 CHF | 60 074 CHF | 98,78% | 98,78% |
14/11/2024 | 3,20% | 0,32 CHF | 0,33 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 184 333 CHF | 63 444 CHF | 99,37% | 99,37% |
13/11/2024 | 3,28% | 0,29 CHF | 0,30 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 179 762 CHF | 61 921 CHF | 99,37% | 99,37% |
12/11/2024 | 3,04% | 0,31 CHF | 0,32 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 194 473 CHF | 66 824 CHF | 99,37% | 99,37% |
11/11/2024 | 2,77% | 0,35 CHF | 0,36 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 213 394 CHF | 73 131 CHF | 99,37% | 99,37% |
08/11/2024 | 2,69% | 0,35 CHF | 0,36 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 220 670 CHF | 75 557 CHF | 99,37% | 99,37% |
07/11/2024 | 2,57% | 0,39 CHF | 0,40 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 230 581 CHF | 78 860 CHF | 99,29% | 99,29% |