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 | 1,46% | 0,70 CHF | 0,71 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 406 844 CHF | 137 615 CHF | 99,38% | 99,38% |
19/11/2024 | 1,85% | 0,56 CHF | 0,57 CHF | 600 000 | 200 000 | 603 071 | 201 024 | 323 223 CHF | 109 751 CHF | 99,38% | 99,38% |
18/11/2024 | 1,76% | 0,57 CHF | 0,58 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 337 546 CHF | 114 515 CHF | 99,38% | 99,38% |
15/11/2024 | 1,69% | 0,58 CHF | 0,59 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 352 687 CHF | 119 562 CHF | 98,91% | 98,91% |
14/11/2024 | 1,61% | 0,61 CHF | 0,62 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 368 740 CHF | 124 913 CHF | 99,38% | 99,38% |
13/11/2024 | 1,81% | 0,56 CHF | 0,57 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 328 176 CHF | 111 392 CHF | 99,38% | 99,38% |
12/11/2024 | 1,69% | 0,54 CHF | 0,55 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 352 594 CHF | 119 531 CHF | 99,16% | 99,16% |
11/11/2024 | 1,59% | 0,62 CHF | 0,63 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 375 539 CHF | 127 180 CHF | 99,38% | 99,38% |
08/11/2024 | 1,56% | 0,63 CHF | 0,64 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 381 612 CHF | 129 204 CHF | 99,37% | 99,37% |
07/11/2024 | 1,53% | 0,66 CHF | 0,67 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 389 969 CHF | 131 990 CHF | 98,59% | 98,59% |