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 | 2,93% | 0,33 CHF | 0,34 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 201 848 CHF | 69 283 CHF | 99,38% | 99,38% |
19/11/2024 | 3,32% | 0,30 CHF | 0,31 CHF | 600 000 | 200 000 | 599 969 | 200 000 | 177 720 CHF | 61 243 CHF | 99,38% | 99,38% |
18/11/2024 | 3,22% | 0,31 CHF | 0,32 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 183 593 CHF | 63 198 CHF | 99,26% | 99,26% |
15/11/2024 | 2,99% | 0,32 CHF | 0,33 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 197 733 CHF | 67 911 CHF | 99,38% | 99,38% |
14/11/2024 | 3,06% | 0,33 CHF | 0,34 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 193 154 CHF | 66 385 CHF | 99,37% | 99,37% |
13/11/2024 | 3,10% | 0,30 CHF | 0,31 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 190 767 CHF | 65 589 CHF | 99,38% | 99,38% |
12/11/2024 | 2,93% | 0,31 CHF | 0,32 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 202 384 CHF | 69 462 CHF | 99,38% | 99,38% |
11/11/2024 | 2,73% | 0,37 CHF | 0,38 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 217 005 CHF | 74 335 CHF | 99,37% | 99,37% |
08/11/2024 | 2,73% | 0,36 CHF | 0,37 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 217 058 CHF | 74 353 CHF | 99,37% | 99,37% |
07/11/2024 | 3,00% | 0,36 CHF | 0,37 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 197 453 CHF | 67 818 CHF | 98,36% | 98,36% |