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 | 1,83% | 0,53 CHF | 0,54 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 325 480 CHF | 110 493 CHF | 98,95% | 98,95% |
19/11/2024 | 1,87% | 0,53 CHF | 0,54 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 317 809 CHF | 107 936 CHF | 95,59% | 95,59% |
18/11/2024 | 1,84% | 0,54 CHF | 0,55 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 323 671 CHF | 109 890 CHF | 97,03% | 97,03% |
15/11/2024 | 1,81% | 0,54 CHF | 0,55 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 329 298 CHF | 111 766 CHF | 95,49% | 95,49% |
14/11/2024 | 1,56% | 0,60 CHF | 0,61 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 382 158 CHF | 129 386 CHF | 99,37% | 99,37% |
13/11/2024 | 1,58% | 0,67 CHF | 0,68 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 378 157 CHF | 128 052 CHF | 99,05% | 99,05% |
12/11/2024 | 1,54% | 0,61 CHF | 0,62 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 387 941 CHF | 131 314 CHF | 99,37% | 99,37% |
11/11/2024 | 1,47% | 0,65 CHF | 0,66 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 405 430 CHF | 137 143 CHF | 96,30% | 96,30% |
08/11/2024 | 1,76% | 0,63 CHF | 0,64 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 339 318 CHF | 115 106 CHF | 96,75% | 96,75% |
07/11/2024 | 1,66% | 0,56 CHF | 0,57 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 359 041 CHF | 121 680 CHF | 98,65% | 98,65% |