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 | 2,34% | 0,41 CHF | 0,42 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 253 090 CHF | 86 363 CHF | 99,27% | 99,27% |
19/11/2024 | 2,41% | 0,41 CHF | 0,42 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 246 116 CHF | 84 039 CHF | 96,18% | 96,18% |
18/11/2024 | 2,37% | 0,42 CHF | 0,43 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 250 101 CHF | 85 367 CHF | 97,15% | 97,15% |
15/11/2024 | 2,29% | 0,42 CHF | 0,43 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 258 768 CHF | 88 256 CHF | 96,03% | 96,03% |
14/11/2024 | 1,91% | 0,49 CHF | 0,50 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 311 460 CHF | 105 820 CHF | 98,89% | 98,89% |
13/11/2024 | 1,94% | 0,56 CHF | 0,57 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 306 266 CHF | 104 089 CHF | 99,06% | 99,06% |
12/11/2024 | 1,88% | 0,49 CHF | 0,50 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 316 104 CHF | 107 368 CHF | 99,37% | 99,37% |
11/11/2024 | 1,77% | 0,53 CHF | 0,54 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 335 478 CHF | 113 826 CHF | 96,31% | 96,31% |
08/11/2024 | 2,19% | 0,52 CHF | 0,53 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 271 068 CHF | 92 356 CHF | 96,75% | 96,75% |
07/11/2024 | 2,05% | 0,44 CHF | 0,45 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 290 644 CHF | 98 881 CHF | 98,64% | 98,64% |