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 | 2,63% | 0,37 CHF | 0,38 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 225 467 CHF | 77 156 CHF | 99,37% | 99,37% |
19/11/2024 | 2,50% | 0,37 CHF | 0,38 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 237 025 CHF | 81 008 CHF | 99,07% | 99,07% |
18/11/2024 | 2,52% | 0,39 CHF | 0,40 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 234 722 CHF | 80 241 CHF | 96,96% | 96,96% |
15/11/2024 | 2,41% | 0,42 CHF | 0,43 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 246 209 CHF | 84 070 CHF | 99,37% | 99,37% |
14/11/2024 | 2,30% | 0,43 CHF | 0,44 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 257 406 CHF | 87 802 CHF | 99,37% | 99,37% |
13/11/2024 | 2,52% | 0,39 CHF | 0,40 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 235 450 CHF | 80 483 CHF | 96,88% | 96,88% |
12/11/2024 | 2,51% | 0,39 CHF | 0,40 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 235 706 CHF | 80 569 CHF | 96,83% | 96,83% |
11/11/2024 | 2,42% | 0,40 CHF | 0,41 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 245 267 CHF | 83 756 CHF | 98,73% | 98,73% |
08/11/2024 | 2,45% | 0,39 CHF | 0,40 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 241 668 CHF | 82 556 CHF | 93,14% | 93,14% |
07/11/2024 | 2,40% | 0,39 CHF | 0,40 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 246 926 CHF | 84 309 CHF | 98,68% | 98,68% |