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 | 2,52% | 0,41 CHF | 0,42 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 294 301 CHF | 100 600 CHF | 99,38% | 99,38% |
19/11/2024 | 3,42% | 0,31 CHF | 0,32 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 216 205 CHF | 74 568 CHF | 99,38% | 99,38% |
18/11/2024 | 3,17% | 0,31 CHF | 0,32 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 233 088 CHF | 80 196 CHF | 99,38% | 99,38% |
15/11/2024 | 3,00% | 0,32 CHF | 0,33 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 246 056 CHF | 84 519 CHF | 98,92% | 98,92% |
14/11/2024 | 2,84% | 0,35 CHF | 0,36 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 260 420 CHF | 89 307 CHF | 99,38% | 99,38% |
13/11/2024 | 3,30% | 0,31 CHF | 0,32 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 223 713 CHF | 77 071 CHF | 99,38% | 99,38% |
12/11/2024 | 2,99% | 0,29 CHF | 0,30 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 247 385 CHF | 84 962 CHF | 99,16% | 99,16% |
11/11/2024 | 2,76% | 0,35 CHF | 0,36 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 268 243 CHF | 91 914 CHF | 99,38% | 99,38% |
08/11/2024 | 2,71% | 0,36 CHF | 0,37 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 272 847 CHF | 93 449 CHF | 99,37% | 99,37% |
07/11/2024 | 2,62% | 0,38 CHF | 0,39 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 282 261 CHF | 96 587 CHF | 98,59% | 98,59% |