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 | 2,55% | 0,38 CHF | 0,39 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 290 282 CHF | 99 261 CHF | 99,34% | 99,34% |
19/11/2024 | 2,61% | 0,38 CHF | 0,39 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 284 010 CHF | 97 170 CHF | 96,61% | 96,61% |
18/11/2024 | 2,41% | 0,40 CHF | 0,41 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 307 056 CHF | 104 852 CHF | 97,68% | 97,68% |
15/11/2024 | 2,22% | 0,41 CHF | 0,42 CHF | 750 000 | 250 000 | 612 959 | 204 320 | 272 703 CHF | 92 944 CHF | 96,50% | 96,50% |
14/11/2024 | 2,23% | 0,45 CHF | 0,46 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 266 418 CHF | 90 806 CHF | 99,32% | 99,32% |
13/11/2024 | 2,22% | 0,44 CHF | 0,45 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 267 732 CHF | 91 244 CHF | 98,81% | 98,81% |
12/11/2024 | 2,11% | 0,47 CHF | 0,48 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 281 074 CHF | 95 692 CHF | 99,26% | 99,26% |
11/11/2024 | 2,18% | 0,47 CHF | 0,48 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 272 385 CHF | 92 795 CHF | 99,37% | 99,37% |
08/11/2024 | 2,32% | 0,45 CHF | 0,46 CHF | 600 000 | 200 000 | 716 464 | 238 821 | 304 419 CHF | 103 861 CHF | 99,35% | 99,35% |
07/11/2024 | 2,36% | 0,42 CHF | 0,43 CHF | 750 000 | 250 000 | 749 242 | 249 747 | 314 369 CHF | 107 287 CHF | 98,77% | 98,77% |