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 | 1,44% | 0,70 CHF | 0,71 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 414 047 CHF | 140 016 CHF | 98,91% | 98,91% |
19/11/2024 | 1,63% | 0,67 CHF | 0,68 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 365 734 CHF | 123 911 CHF | 90,32% | 90,32% |
18/11/2024 | 2,16% | 0,46 CHF | 0,47 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 274 836 CHF | 93 612 CHF | 97,00% | 97,00% |
15/11/2024 | 2,27% | 0,44 CHF | 0,45 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 260 929 CHF | 88 976 CHF | 98,92% | 98,92% |
14/11/2024 | 2,44% | 0,41 CHF | 0,42 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 242 603 CHF | 82 868 CHF | 98,94% | 98,94% |
13/11/2024 | 2,36% | 0,41 CHF | 0,42 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 251 023 CHF | 85 674 CHF | 96,37% | 96,37% |
12/11/2024 | 2,29% | 0,42 CHF | 0,43 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 259 322 CHF | 88 441 CHF | 96,49% | 96,49% |
11/11/2024 | 2,17% | 0,44 CHF | 0,45 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 273 422 CHF | 93 141 CHF | 98,86% | 98,86% |
08/11/2024 | 2,05% | 0,47 CHF | 0,48 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 289 794 CHF | 98 598 CHF | 98,89% | 98,89% |
07/11/2024 | 1,87% | 0,52 CHF | 0,53 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 318 387 CHF | 108 129 CHF | 98,23% | 98,23% |