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 | 2,31% | 0,42 CHF | 0,43 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 256 558 CHF | 87 520 CHF | 99,48% | 99,48% |
19/11/2024 | 2,38% | 0,41 CHF | 0,42 CHF | 600 000 | 200 000 | 617 573 | 205 858 | 256 232 CHF | 87 469 CHF | 96,54% | 96,54% |
18/11/2024 | 2,33% | 0,42 CHF | 0,43 CHF | 600 000 | 200 000 | 605 859 | 201 953 | 256 789 CHF | 87 616 CHF | 97,41% | 97,41% |
15/11/2024 | 2,30% | 0,42 CHF | 0,43 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 257 951 CHF | 87 984 CHF | 95,92% | 95,92% |
14/11/2024 | 1,95% | 0,48 CHF | 0,49 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 304 625 CHF | 103 542 CHF | 99,26% | 99,26% |
13/11/2024 | 1,96% | 0,54 CHF | 0,55 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 303 884 CHF | 103 295 CHF | 99,06% | 99,06% |
12/11/2024 | 1,91% | 0,48 CHF | 0,49 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 310 659 CHF | 105 553 CHF | 99,37% | 99,37% |
11/11/2024 | 1,82% | 0,52 CHF | 0,53 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 326 541 CHF | 110 847 CHF | 96,29% | 96,29% |
08/11/2024 | 2,22% | 0,51 CHF | 0,52 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 267 414 CHF | 91 138 CHF | 96,75% | 96,75% |
07/11/2024 | 2,09% | 0,44 CHF | 0,45 CHF | 600 000 | 200 000 | 600 822 | 200 274 | 285 283 CHF | 97 097 CHF | 98,63% | 98,63% |