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 | 3,41% | 0,28 CHF | 0,29 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 216 118 CHF | 74 539 CHF | 99,39% | 99,39% |
19/11/2024 | 3,42% | 0,29 CHF | 0,30 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 215 884 CHF | 74 462 CHF | 96,59% | 96,59% |
18/11/2024 | 3,13% | 0,31 CHF | 0,32 CHF | 750 000 | 250 000 | 740 561 | 246 854 | 232 664 CHF | 80 023 CHF | 97,53% | 97,53% |
15/11/2024 | 2,83% | 0,31 CHF | 0,32 CHF | 750 000 | 250 000 | 603 762 | 201 254 | 210 056 CHF | 72 031 CHF | 96,46% | 96,46% |
14/11/2024 | 2,82% | 0,36 CHF | 0,37 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 209 981 CHF | 71 994 CHF | 99,38% | 99,38% |
13/11/2024 | 2,77% | 0,35 CHF | 0,36 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 213 486 CHF | 73 162 CHF | 99,01% | 99,01% |
12/11/2024 | 2,61% | 0,37 CHF | 0,38 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 226 863 CHF | 77 621 CHF | 99,27% | 99,27% |
11/11/2024 | 2,72% | 0,38 CHF | 0,39 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 217 919 CHF | 74 640 CHF | 99,36% | 99,36% |
08/11/2024 | 2,93% | 0,36 CHF | 0,37 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 201 980 CHF | 69 327 CHF | 99,34% | 99,34% |
07/11/2024 | 2,99% | 0,33 CHF | 0,34 CHF | 600 000 | 200 000 | 613 568 | 204 523 | 202 200 CHF | 69 445 CHF | 98,63% | 98,63% |