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 | 2,11% | 0,49 CHF | 0,50 CHF | 600 000 | 150 000 | 599 979 | 150 000 | 281 781 CHF | 71 948 CHF | 99,38% | 99,38% |
19/11/2024 | 3,05% | 0,35 CHF | 0,36 CHF | 600 000 | 150 000 | 669 319 | 149 979 | 215 717 CHF | 50 085 CHF | 99,38% | 99,38% |
18/11/2024 | 2,80% | 0,36 CHF | 0,37 CHF | 600 000 | 150 000 | 600 000 | 150 000 | 211 430 CHF | 54 358 CHF | 99,37% | 99,37% |
15/11/2024 | 2,61% | 0,37 CHF | 0,38 CHF | 600 000 | 150 000 | 600 000 | 150 000 | 226 992 CHF | 58 248 CHF | 98,91% | 98,91% |
14/11/2024 | 2,44% | 0,40 CHF | 0,41 CHF | 600 000 | 150 000 | 599 976 | 150 000 | 242 991 CHF | 62 250 CHF | 99,38% | 99,38% |
13/11/2024 | 2,90% | 0,35 CHF | 0,36 CHF | 600 000 | 150 000 | 631 580 | 149 979 | 214 146 CHF | 52 424 CHF | 99,38% | 99,38% |
12/11/2024 | 2,59% | 0,33 CHF | 0,34 CHF | 600 000 | 150 000 | 600 000 | 150 000 | 228 964 CHF | 58 741 CHF | 99,16% | 99,16% |
11/11/2024 | 2,36% | 0,41 CHF | 0,42 CHF | 600 000 | 150 000 | 600 000 | 150 000 | 251 773 CHF | 64 443 CHF | 99,38% | 99,38% |
08/11/2024 | 2,31% | 0,42 CHF | 0,43 CHF | 600 000 | 150 000 | 600 000 | 150 000 | 256 664 CHF | 65 666 CHF | 99,37% | 99,37% |
07/11/2024 | 2,21% | 0,45 CHF | 0,46 CHF | 600 000 | 150 000 | 600 000 | 150 000 | 268 091 CHF | 68 523 CHF | 98,58% | 98,58% |