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 | 3,67% | 0,26 CHF | 0,27 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 240 980 CHF | 83 327 CHF | 99,41% | 99,41% |
19/11/2024 | 3,77% | 0,26 CHF | 0,27 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 234 225 CHF | 81 075 CHF | 96,66% | 96,66% |
18/11/2024 | 3,40% | 0,28 CHF | 0,29 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 216 765 CHF | 74 755 CHF | 97,64% | 97,64% |
15/11/2024 | 3,11% | 0,29 CHF | 0,30 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 237 793 CHF | 81 764 CHF | 96,48% | 96,48% |
14/11/2024 | 3,11% | 0,33 CHF | 0,34 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 237 338 CHF | 81 613 CHF | 99,35% | 99,35% |
13/11/2024 | 3,10% | 0,31 CHF | 0,32 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 238 556 CHF | 82 019 CHF | 98,78% | 98,78% |
12/11/2024 | 2,91% | 0,34 CHF | 0,35 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 253 855 CHF | 87 118 CHF | 99,25% | 99,25% |
11/11/2024 | 3,03% | 0,34 CHF | 0,35 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 243 784 CHF | 83 761 CHF | 99,36% | 99,36% |
08/11/2024 | 3,31% | 0,32 CHF | 0,33 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 223 073 CHF | 76 858 CHF | 99,35% | 99,35% |
07/11/2024 | 3,30% | 0,30 CHF | 0,31 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 223 875 CHF | 77 125 CHF | 98,66% | 98,66% |