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 | 1,84% | 0,55 CHF | 0,56 CHF | 600 000 | 150 000 | 600 000 | 150 000 | 322 604 CHF | 82 151 CHF | 99,38% | 99,38% |
19/11/2024 | 2,43% | 0,43 CHF | 0,44 CHF | 750 000 | 150 000 | 750 000 | 150 000 | 305 591 CHF | 62 618 CHF | 99,38% | 99,38% |
18/11/2024 | 2,29% | 0,44 CHF | 0,45 CHF | 750 000 | 150 000 | 750 000 | 150 000 | 324 153 CHF | 66 331 CHF | 99,38% | 99,38% |
15/11/2024 | 2,17% | 0,44 CHF | 0,45 CHF | 750 000 | 150 000 | 750 000 | 150 000 | 341 698 CHF | 69 840 CHF | 98,91% | 98,91% |
14/11/2024 | 2,07% | 0,48 CHF | 0,49 CHF | 750 000 | 150 000 | 722 586 | 150 000 | 345 903 CHF | 73 368 CHF | 99,38% | 99,38% |
13/11/2024 | 2,37% | 0,43 CHF | 0,44 CHF | 750 000 | 150 000 | 750 000 | 150 000 | 313 090 CHF | 64 118 CHF | 99,38% | 99,38% |
12/11/2024 | 2,17% | 0,41 CHF | 0,42 CHF | 750 000 | 150 000 | 749 659 | 150 000 | 341 747 CHF | 69 883 CHF | 99,16% | 99,16% |
11/11/2024 | 2,02% | 0,49 CHF | 0,50 CHF | 750 000 | 150 000 | 653 521 | 150 000 | 320 538 CHF | 75 136 CHF | 99,38% | 99,38% |
08/11/2024 | 1,98% | 0,49 CHF | 0,50 CHF | 600 000 | 150 000 | 621 676 | 150 000 | 309 936 CHF | 76 333 CHF | 99,38% | 99,38% |
07/11/2024 | 1,92% | 0,52 CHF | 0,53 CHF | 600 000 | 150 000 | 600 953 | 150 000 | 309 569 CHF | 78 776 CHF | 98,59% | 98,59% |