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 | 3,13% | 0,31 CHF | 0,32 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 188 797 CHF | 64 932 CHF | 98,92% | 98,92% |
19/11/2024 | 2,52% | 0,34 CHF | 0,35 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 236 709 CHF | 80 903 CHF | 90,32% | 90,32% |
18/11/2024 | 1,80% | 0,55 CHF | 0,56 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 329 611 CHF | 111 870 CHF | 97,04% | 97,04% |
15/11/2024 | 1,72% | 0,57 CHF | 0,58 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 345 371 CHF | 117 124 CHF | 98,92% | 98,92% |
14/11/2024 | 1,64% | 0,60 CHF | 0,61 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 362 798 CHF | 122 933 CHF | 98,93% | 98,93% |
13/11/2024 | 1,68% | 0,60 CHF | 0,61 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 354 744 CHF | 120 248 CHF | 96,52% | 96,52% |
12/11/2024 | 1,72% | 0,60 CHF | 0,61 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 346 162 CHF | 117 387 CHF | 96,35% | 96,35% |
11/11/2024 | 1,79% | 0,57 CHF | 0,58 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 333 000 CHF | 113 000 CHF | 98,86% | 98,86% |
08/11/2024 | 1,87% | 0,54 CHF | 0,55 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 318 139 CHF | 108 046 CHF | 98,90% | 98,90% |
07/11/2024 | 2,04% | 0,50 CHF | 0,51 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 292 060 CHF | 99 353 CHF | 98,25% | 98,25% |