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 | 1,99% | 0,51 CHF | 0,52 CHF | 750 000 | 150 000 | 750 000 | 150 000 | 372 558 CHF | 76 012 CHF | 99,38% | 99,38% |
19/11/2024 | 2,62% | 0,40 CHF | 0,41 CHF | 750 000 | 150 000 | 750 000 | 150 000 | 283 319 CHF | 58 164 CHF | 99,38% | 99,38% |
18/11/2024 | 2,46% | 0,41 CHF | 0,42 CHF | 750 000 | 150 000 | 750 000 | 150 000 | 301 220 CHF | 61 744 CHF | 99,37% | 99,37% |
15/11/2024 | 2,35% | 0,41 CHF | 0,42 CHF | 750 000 | 150 000 | 750 000 | 150 000 | 316 037 CHF | 64 707 CHF | 98,91% | 98,91% |
14/11/2024 | 2,24% | 0,44 CHF | 0,45 CHF | 750 000 | 150 000 | 750 000 | 150 000 | 331 633 CHF | 67 827 CHF | 99,38% | 99,38% |
13/11/2024 | 2,55% | 0,40 CHF | 0,41 CHF | 750 000 | 150 000 | 750 000 | 150 000 | 290 514 CHF | 59 603 CHF | 99,38% | 99,38% |
12/11/2024 | 2,35% | 0,38 CHF | 0,39 CHF | 750 000 | 150 000 | 750 000 | 150 000 | 316 205 CHF | 64 741 CHF | 99,16% | 99,16% |
11/11/2024 | 2,18% | 0,45 CHF | 0,46 CHF | 750 000 | 150 000 | 750 000 | 150 000 | 340 467 CHF | 69 593 CHF | 99,38% | 99,38% |
08/11/2024 | 2,15% | 0,45 CHF | 0,46 CHF | 750 000 | 150 000 | 750 000 | 150 000 | 345 062 CHF | 70 513 CHF | 99,37% | 99,37% |
07/11/2024 | 2,08% | 0,48 CHF | 0,49 CHF | 750 000 | 150 000 | 750 000 | 150 000 | 356 491 CHF | 72 798 CHF | 98,58% | 98,58% |