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 | 2,48% | 0,36 CHF | 0,37 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 239 699 CHF | 81 900 CHF | 99,17% | 99,17% |
19/11/2024 | 2,54% | 0,38 CHF | 0,39 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 232 905 CHF | 79 635 CHF | 99,17% | 99,17% |
18/11/2024 | 2,90% | 0,34 CHF | 0,35 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 203 830 CHF | 69 943 CHF | 99,22% | 99,22% |
15/11/2024 | 2,89% | 0,34 CHF | 0,35 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 204 715 CHF | 70 238 CHF | 99,17% | 99,17% |
14/11/2024 | 2,87% | 0,35 CHF | 0,36 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 206 286 CHF | 70 762 CHF | 99,16% | 99,16% |
13/11/2024 | 3,08% | 0,33 CHF | 0,34 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 191 915 CHF | 65 972 CHF | 99,16% | 99,16% |
12/11/2024 | 2,83% | 0,35 CHF | 0,36 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 209 272 CHF | 71 757 CHF | 99,16% | 99,16% |
11/11/2024 | 3,02% | 0,33 CHF | 0,34 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 195 905 CHF | 67 302 CHF | 99,16% | 99,16% |
08/11/2024 | 3,46% | 0,32 CHF | 0,33 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 171 199 CHF | 59 066 CHF | 99,17% | 99,17% |
07/11/2024 | 3,50% | 0,27 CHF | 0,28 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 168 554 CHF | 58 185 CHF | 98,19% | 98,19% |