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 | 3,80% | 0,25 CHF | 0,26 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 232 521 CHF | 80 507 CHF | 97,02% | 97,02% |
19/11/2024 | 3,68% | 0,27 CHF | 0,28 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 240 232 CHF | 83 077 CHF | 96,18% | 96,18% |
18/11/2024 | 3,54% | 0,28 CHF | 0,29 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 250 134 CHF | 86 378 CHF | 92,36% | 92,36% |
15/11/2024 | 3,41% | 0,28 CHF | 0,29 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 259 829 CHF | 89 610 CHF | 93,19% | 93,19% |
14/11/2024 | 3,51% | 0,29 CHF | 0,30 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 252 407 CHF | 87 136 CHF | 98,76% | 98,76% |
13/11/2024 | 3,83% | 0,26 CHF | 0,27 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 230 435 CHF | 79 812 CHF | 94,95% | 94,95% |
12/11/2024 | 3,59% | 0,26 CHF | 0,27 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 246 427 CHF | 85 142 CHF | 98,91% | 98,91% |
11/11/2024 | 3,36% | 0,29 CHF | 0,30 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 263 678 CHF | 90 893 CHF | 92,93% | 92,93% |
08/11/2024 | 3,38% | 0,29 CHF | 0,30 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 261 711 CHF | 90 237 CHF | 97,08% | 97,08% |
07/11/2024 | 3,30% | 0,30 CHF | 0,31 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 268 283 CHF | 92 428 CHF | 98,70% | 98,70% |