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 | 2,24% | 0,45 CHF | 0,46 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 264 957 CHF | 90 319 CHF | 99,00% | 99,00% |
19/11/2024 | 2,24% | 0,44 CHF | 0,45 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 264 695 CHF | 90 232 CHF | 99,44% | 99,44% |
18/11/2024 | 2,18% | 0,45 CHF | 0,46 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 272 112 CHF | 92 704 CHF | 97,62% | 97,62% |
15/11/2024 | 2,09% | 0,46 CHF | 0,47 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 284 353 CHF | 96 785 CHF | 99,44% | 99,44% |
14/11/2024 | 2,07% | 0,47 CHF | 0,48 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 286 199 CHF | 97 400 CHF | 99,09% | 99,09% |
13/11/2024 | 2,06% | 0,48 CHF | 0,49 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 288 000 CHF | 98 000 CHF | 96,72% | 96,72% |
12/11/2024 | 2,06% | 0,48 CHF | 0,49 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 287 936 CHF | 97 979 CHF | 96,40% | 96,40% |
11/11/2024 | 2,12% | 0,47 CHF | 0,48 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 280 024 CHF | 95 341 CHF | 98,65% | 98,65% |
08/11/2024 | 2,00% | 0,48 CHF | 0,49 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 297 104 CHF | 101 035 CHF | 90,61% | 90,61% |
07/11/2024 | 1,92% | 0,50 CHF | 0,51 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 310 034 CHF | 105 345 CHF | 98,68% | 98,68% |