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% | 0,36 CHF | 0,37 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 224 034 CHF | 76 678 CHF | 99,38% | 99,38% |
19/11/2024 | 2,93% | 0,34 CHF | 0,35 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 201 806 CHF | 69 269 CHF | 99,38% | 99,38% |
18/11/2024 | 2,86% | 0,35 CHF | 0,36 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 206 854 CHF | 70 951 CHF | 99,26% | 99,26% |
15/11/2024 | 2,69% | 0,36 CHF | 0,37 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 220 061 CHF | 75 354 CHF | 99,38% | 99,38% |
14/11/2024 | 2,74% | 0,36 CHF | 0,37 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 215 989 CHF | 73 997 CHF | 99,37% | 99,37% |
13/11/2024 | 2,78% | 0,34 CHF | 0,35 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 213 132 CHF | 73 044 CHF | 99,37% | 99,37% |
12/11/2024 | 2,65% | 0,35 CHF | 0,36 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 223 639 CHF | 76 546 CHF | 99,38% | 99,38% |
11/11/2024 | 2,48% | 0,40 CHF | 0,41 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 238 966 CHF | 81 655 CHF | 99,38% | 99,38% |
08/11/2024 | 2,49% | 0,40 CHF | 0,41 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 237 885 CHF | 81 295 CHF | 99,37% | 99,37% |
07/11/2024 | 2,67% | 0,39 CHF | 0,40 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 222 224 CHF | 76 075 CHF | 98,37% | 98,37% |