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 | 2,37% | 0,41 CHF | 0,42 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 250 205 CHF | 85 402 CHF | 99,37% | 99,37% |
19/11/2024 | 2,60% | 0,39 CHF | 0,40 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 228 017 CHF | 78 006 CHF | 99,37% | 99,37% |
18/11/2024 | 2,54% | 0,40 CHF | 0,41 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 233 084 CHF | 79 695 CHF | 99,26% | 99,26% |
15/11/2024 | 2,41% | 0,40 CHF | 0,41 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 245 703 CHF | 83 901 CHF | 99,38% | 99,38% |
14/11/2024 | 2,44% | 0,41 CHF | 0,42 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 243 187 CHF | 83 062 CHF | 99,36% | 99,36% |
13/11/2024 | 2,50% | 0,38 CHF | 0,39 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 237 572 CHF | 81 191 CHF | 99,37% | 99,37% |
12/11/2024 | 2,39% | 0,39 CHF | 0,40 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 248 401 CHF | 84 800 CHF | 99,38% | 99,38% |
11/11/2024 | 2,21% | 0,45 CHF | 0,46 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 268 341 CHF | 91 447 CHF | 99,37% | 99,37% |
08/11/2024 | 2,24% | 0,46 CHF | 0,47 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 264 959 CHF | 90 320 CHF | 99,37% | 99,37% |
07/11/2024 | 2,35% | 0,44 CHF | 0,45 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 252 849 CHF | 86 283 CHF | 98,37% | 98,37% |