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 | 3,11% | 0,30 CHF | 0,31 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 190 009 CHF | 65 336 CHF | 99,39% | 99,39% |
19/11/2024 | 3,40% | 0,29 CHF | 0,30 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 173 287 CHF | 59 762 CHF | 96,69% | 96,69% |
18/11/2024 | 3,26% | 0,31 CHF | 0,32 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 181 067 CHF | 62 356 CHF | 97,61% | 97,61% |
15/11/2024 | 3,21% | 0,28 CHF | 0,29 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 183 976 CHF | 63 325 CHF | 96,44% | 96,44% |
14/11/2024 | 2,94% | 0,32 CHF | 0,33 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 201 133 CHF | 69 044 CHF | 99,30% | 99,30% |
13/11/2024 | 2,89% | 0,33 CHF | 0,34 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 204 694 CHF | 70 231 CHF | 98,72% | 98,72% |
12/11/2024 | 2,80% | 0,35 CHF | 0,36 CHF | 600 000 | 200 000 | 568 585 | 189 528 | 200 084 CHF | 68 590 CHF | 99,35% | 99,35% |
11/11/2024 | 2,67% | 0,35 CHF | 0,36 CHF | 600 000 | 200 000 | 450 770 | 150 257 | 166 767 CHF | 57 091 CHF | 99,31% | 99,31% |
08/11/2024 | 2,60% | 0,38 CHF | 0,39 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 171 080 CHF | 58 527 CHF | 99,28% | 99,28% |
07/11/2024 | 2,52% | 0,38 CHF | 0,39 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 176 348 CHF | 60 283 CHF | 98,64% | 98,64% |