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 | 3,33% | 0,29 CHF | 0,30 CHF | 600 000 | 200 000 | 620 038 | 206 679 | 183 183 CHF | 63 128 CHF | 99,40% | 99,40% |
19/11/2024 | 3,19% | 0,28 CHF | 0,29 CHF | 750 000 | 250 000 | 607 385 | 202 462 | 187 253 CHF | 64 442 CHF | 98,98% | 98,98% |
18/11/2024 | 3,17% | 0,31 CHF | 0,32 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 186 611 CHF | 64 204 CHF | 99,18% | 99,18% |
15/11/2024 | 3,47% | 0,30 CHF | 0,31 CHF | 600 000 | 200 000 | 723 141 | 241 047 | 204 625 CHF | 70 619 CHF | 99,39% | 99,39% |
14/11/2024 | 3,32% | 0,28 CHF | 0,29 CHF | 750 000 | 250 000 | 621 847 | 207 282 | 184 185 CHF | 63 468 CHF | 97,96% | 97,96% |
13/11/2024 | 3,40% | 0,28 CHF | 0,29 CHF | 750 000 | 250 000 | 623 130 | 207 710 | 179 800 CHF | 62 011 CHF | 99,34% | 99,34% |
12/11/2024 | 3,06% | 0,30 CHF | 0,31 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 193 419 CHF | 66 473 CHF | 96,14% | 96,14% |
11/11/2024 | 2,96% | 0,33 CHF | 0,34 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 199 763 CHF | 68 588 CHF | 98,27% | 98,27% |
08/11/2024 | 2,82% | 0,34 CHF | 0,35 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 210 078 CHF | 72 026 CHF | 93,13% | 93,13% |
07/11/2024 | 2,60% | 0,36 CHF | 0,37 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 227 675 CHF | 77 892 CHF | 98,61% | 98,61% |