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 | 2,64% | 0,36 CHF | 0,37 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 224 343 CHF | 76 781 CHF | 99,37% | 99,37% |
19/11/2024 | 2,89% | 0,34 CHF | 0,35 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 204 290 CHF | 70 097 CHF | 96,70% | 96,70% |
18/11/2024 | 2,76% | 0,36 CHF | 0,37 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 214 594 CHF | 73 531 CHF | 97,54% | 97,54% |
15/11/2024 | 2,70% | 0,34 CHF | 0,35 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 219 085 CHF | 75 028 CHF | 96,42% | 96,42% |
14/11/2024 | 2,53% | 0,38 CHF | 0,39 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 234 032 CHF | 80 011 CHF | 99,30% | 99,30% |
13/11/2024 | 2,49% | 0,39 CHF | 0,40 CHF | 600 000 | 200 000 | 548 565 | 182 855 | 217 002 CHF | 74 163 CHF | 98,73% | 98,73% |
12/11/2024 | 2,40% | 0,41 CHF | 0,42 CHF | 450 000 | 150 000 | 450 544 | 150 181 | 185 380 CHF | 63 295 CHF | 99,36% | 99,36% |
11/11/2024 | 2,31% | 0,41 CHF | 0,42 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 192 993 CHF | 65 831 CHF | 99,36% | 99,36% |
08/11/2024 | 2,28% | 0,43 CHF | 0,44 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 195 461 CHF | 66 654 CHF | 99,28% | 99,28% |
07/11/2024 | 2,19% | 0,44 CHF | 0,45 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 203 096 CHF | 69 199 CHF | 98,65% | 98,65% |