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 | 3,32% | 0,28 CHF | 0,29 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 177 713 CHF | 61 238 CHF | 99,14% | 99,14% |
19/11/2024 | 3,46% | 0,29 CHF | 0,30 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 170 771 CHF | 58 924 CHF | 99,37% | 99,37% |
18/11/2024 | 3,32% | 0,30 CHF | 0,31 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 177 648 CHF | 61 216 CHF | 99,23% | 99,23% |
15/11/2024 | 2,89% | 0,32 CHF | 0,33 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 204 628 CHF | 70 209 CHF | 98,78% | 98,78% |
14/11/2024 | 2,74% | 0,37 CHF | 0,38 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 215 759 CHF | 73 920 CHF | 99,38% | 99,38% |
13/11/2024 | 2,83% | 0,34 CHF | 0,35 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 209 261 CHF | 71 754 CHF | 99,38% | 99,38% |
12/11/2024 | 2,64% | 0,36 CHF | 0,37 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 224 373 CHF | 76 791 CHF | 99,37% | 99,37% |
11/11/2024 | 2,43% | 0,40 CHF | 0,41 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 243 805 CHF | 83 268 CHF | 99,37% | 99,37% |
08/11/2024 | 2,37% | 0,40 CHF | 0,41 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 250 299 CHF | 85 433 CHF | 99,37% | 99,37% |
07/11/2024 | 2,28% | 0,44 CHF | 0,45 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 260 119 CHF | 88 706 CHF | 99,29% | 99,29% |