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 | 3,26% | 0,29 CHF | 0,30 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 226 491 CHF | 77 997 CHF | 99,33% | 99,33% |
19/11/2024 | 3,38% | 0,29 CHF | 0,30 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 218 436 CHF | 75 312 CHF | 96,60% | 96,60% |
18/11/2024 | 3,30% | 0,30 CHF | 0,31 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 223 918 CHF | 77 139 CHF | 97,23% | 97,23% |
15/11/2024 | 3,18% | 0,30 CHF | 0,31 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 232 401 CHF | 79 967 CHF | 96,22% | 96,22% |
14/11/2024 | 2,57% | 0,36 CHF | 0,37 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 230 222 CHF | 78 741 CHF | 99,88% | 99,88% |
13/11/2024 | 2,61% | 0,42 CHF | 0,43 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 226 864 CHF | 77 621 CHF | 99,05% | 99,05% |
12/11/2024 | 2,52% | 0,36 CHF | 0,37 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 235 297 CHF | 80 432 CHF | 99,37% | 99,37% |
11/11/2024 | 2,35% | 0,39 CHF | 0,40 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 251 973 CHF | 85 991 CHF | 96,29% | 96,29% |
08/11/2024 | 3,01% | 0,39 CHF | 0,40 CHF | 600 000 | 200 000 | 699 467 | 233 156 | 228 439 CHF | 78 478 CHF | 96,75% | 96,75% |
07/11/2024 | 2,78% | 0,32 CHF | 0,33 CHF | 750 000 | 250 000 | 632 848 | 210 949 | 224 392 CHF | 76 907 CHF | 98,61% | 98,61% |