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 | 1,81% | 0,54 CHF | 0,55 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 328 797 CHF | 111 599 CHF | 98,92% | 98,92% |
19/11/2024 | 1,58% | 0,56 CHF | 0,57 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 376 689 CHF | 127 563 CHF | 90,32% | 90,32% |
18/11/2024 | 1,27% | 0,79 CHF | 0,80 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 469 939 CHF | 158 646 CHF | 97,09% | 97,09% |
15/11/2024 | 1,23% | 0,81 CHF | 0,82 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 486 048 CHF | 164 016 CHF | 98,92% | 98,92% |
14/11/2024 | 1,19% | 0,84 CHF | 0,85 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 503 315 CHF | 169 772 CHF | 98,93% | 98,93% |
13/11/2024 | 1,20% | 0,84 CHF | 0,85 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 495 300 CHF | 167 100 CHF | 96,39% | 96,39% |
12/11/2024 | 1,23% | 0,83 CHF | 0,84 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 486 619 CHF | 164 206 CHF | 96,42% | 96,42% |
11/11/2024 | 1,26% | 0,81 CHF | 0,82 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 473 630 CHF | 159 877 CHF | 98,86% | 98,86% |
08/11/2024 | 1,30% | 0,78 CHF | 0,79 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 459 028 CHF | 155 009 CHF | 98,90% | 98,90% |
07/11/2024 | 1,38% | 0,73 CHF | 0,74 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 433 477 CHF | 146 492 CHF | 98,24% | 98,24% |