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 | 3,97% | 0,23 CHF | 0,24 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 148 131 CHF | 51 377 CHF | 99,14% | 99,14% |
19/11/2024 | 4,13% | 0,24 CHF | 0,25 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 142 316 CHF | 49 439 CHF | 99,37% | 99,37% |
18/11/2024 | 3,96% | 0,25 CHF | 0,26 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 148 695 CHF | 51 565 CHF | 99,22% | 99,22% |
15/11/2024 | 3,43% | 0,27 CHF | 0,28 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 172 181 CHF | 59 394 CHF | 98,77% | 98,77% |
14/11/2024 | 3,24% | 0,32 CHF | 0,33 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 182 256 CHF | 62 752 CHF | 99,37% | 99,37% |
13/11/2024 | 3,34% | 0,29 CHF | 0,30 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 176 797 CHF | 60 933 CHF | 99,37% | 99,37% |
12/11/2024 | 3,10% | 0,31 CHF | 0,32 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 190 663 CHF | 65 554 CHF | 99,37% | 99,37% |
11/11/2024 | 2,85% | 0,34 CHF | 0,35 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 207 661 CHF | 71 220 CHF | 99,38% | 99,38% |
08/11/2024 | 2,78% | 0,34 CHF | 0,35 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 213 387 CHF | 73 129 CHF | 99,37% | 99,37% |
07/11/2024 | 2,66% | 0,37 CHF | 0,38 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 223 093 CHF | 76 364 CHF | 99,29% | 99,29% |