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 | 2,29% | 0,45 CHF | 0,46 CHF | 600 000 | 100 000 | 654 644 | 100 000 | 282 253 CHF | 44 239 CHF | 99,38% | 99,38% |
19/11/2024 | 3,19% | 0,33 CHF | 0,34 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 231 789 CHF | 31 905 CHF | 99,38% | 99,38% |
18/11/2024 | 2,96% | 0,34 CHF | 0,35 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 249 631 CHF | 34 284 CHF | 99,37% | 99,37% |
15/11/2024 | 2,78% | 0,34 CHF | 0,35 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 266 697 CHF | 36 560 CHF | 98,91% | 98,91% |
14/11/2024 | 2,62% | 0,38 CHF | 0,39 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 283 116 CHF | 38 749 CHF | 99,38% | 99,38% |
13/11/2024 | 3,07% | 0,33 CHF | 0,34 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 241 011 CHF | 33 135 CHF | 99,38% | 99,38% |
12/11/2024 | 2,78% | 0,32 CHF | 0,33 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 266 504 CHF | 36 534 CHF | 99,16% | 99,16% |
11/11/2024 | 2,54% | 0,38 CHF | 0,39 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 291 262 CHF | 39 835 CHF | 99,38% | 99,38% |
08/11/2024 | 2,49% | 0,39 CHF | 0,40 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 297 782 CHF | 40 704 CHF | 99,38% | 99,38% |
07/11/2024 | 2,41% | 0,42 CHF | 0,43 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 307 373 CHF | 41 983 CHF | 98,58% | 98,58% |