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 | 1,74% | 0,57 CHF | 0,58 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 285 013 CHF | 58 003 CHF | 99,27% | 99,27% |
19/11/2024 | 1,71% | 0,58 CHF | 0,59 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 290 749 CHF | 59 150 CHF | 99,27% | 99,27% |
18/11/2024 | 1,83% | 0,55 CHF | 0,56 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 271 240 CHF | 55 248 CHF | 99,27% | 99,27% |
15/11/2024 | 2,00% | 0,52 CHF | 0,53 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 247 080 CHF | 50 416 CHF | 99,27% | 99,27% |
14/11/2024 | 2,21% | 0,45 CHF | 0,46 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 224 314 CHF | 45 863 CHF | 99,27% | 99,27% |
13/11/2024 | 2,21% | 0,43 CHF | 0,44 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 224 026 CHF | 45 805 CHF | 99,27% | 99,27% |
12/11/2024 | 2,42% | 0,41 CHF | 0,42 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 204 470 CHF | 41 894 CHF | 99,25% | 99,25% |
11/11/2024 | 2,60% | 0,38 CHF | 0,39 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 189 901 CHF | 38 980 CHF | 99,27% | 99,27% |
08/11/2024 | 2,37% | 0,40 CHF | 0,41 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 208 140 CHF | 42 628 CHF | 99,26% | 99,26% |
07/11/2024 | 2,11% | 0,47 CHF | 0,48 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 235 000 CHF | 48 000 CHF | 1,12% | 1,12% |