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 | 1,85% | 0,55 CHF | 0,56 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 403 028 CHF | 54 737 CHF | 99,38% | 99,38% |
19/11/2024 | 2,36% | 0,44 CHF | 0,45 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 314 744 CHF | 42 966 CHF | 99,38% | 99,38% |
18/11/2024 | 2,23% | 0,45 CHF | 0,46 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 332 130 CHF | 45 284 CHF | 99,38% | 99,38% |
15/11/2024 | 2,14% | 0,45 CHF | 0,46 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 346 916 CHF | 47 255 CHF | 98,91% | 98,91% |
14/11/2024 | 2,05% | 0,48 CHF | 0,49 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 362 551 CHF | 49 340 CHF | 99,38% | 99,38% |
13/11/2024 | 2,30% | 0,44 CHF | 0,45 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 322 945 CHF | 44 059 CHF | 99,38% | 99,38% |
12/11/2024 | 2,13% | 0,42 CHF | 0,43 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 348 836 CHF | 47 512 CHF | 99,13% | 99,13% |
11/11/2024 | 2,00% | 0,49 CHF | 0,50 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 370 467 CHF | 50 396 CHF | 99,38% | 99,38% |
08/11/2024 | 1,98% | 0,49 CHF | 0,50 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 375 172 CHF | 51 023 CHF | 99,37% | 99,37% |
07/11/2024 | 1,92% | 0,52 CHF | 0,53 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 386 492 CHF | 52 532 CHF | 98,58% | 98,58% |