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 | 2,90% | 0,33 CHF | 0,34 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 255 307 CHF | 87 602 CHF | 99,35% | 99,35% |
19/11/2024 | 2,93% | 0,34 CHF | 0,35 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 252 463 CHF | 86 655 CHF | 96,74% | 96,74% |
18/11/2024 | 2,70% | 0,36 CHF | 0,37 CHF | 750 000 | 250 000 | 749 532 | 249 844 | 274 164 CHF | 93 886 CHF | 97,66% | 97,66% |
15/11/2024 | 2,49% | 0,36 CHF | 0,37 CHF | 750 000 | 250 000 | 605 942 | 201 981 | 240 616 CHF | 82 225 CHF | 96,55% | 96,55% |
14/11/2024 | 2,47% | 0,41 CHF | 0,42 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 240 021 CHF | 82 007 CHF | 99,33% | 99,33% |
13/11/2024 | 2,47% | 0,39 CHF | 0,40 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 240 457 CHF | 82 152 CHF | 98,80% | 98,80% |
12/11/2024 | 2,31% | 0,42 CHF | 0,43 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 256 290 CHF | 87 430 CHF | 99,26% | 99,26% |
11/11/2024 | 2,41% | 0,43 CHF | 0,44 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 246 624 CHF | 84 208 CHF | 99,36% | 99,36% |
08/11/2024 | 2,59% | 0,41 CHF | 0,42 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 229 096 CHF | 78 365 CHF | 99,35% | 99,35% |
07/11/2024 | 2,60% | 0,38 CHF | 0,39 CHF | 750 000 | 250 000 | 734 543 | 244 848 | 278 340 CHF | 95 229 CHF | 98,74% | 98,74% |