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 | 1,52% | 0,66 CHF | 0,67 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 391 366 CHF | 132 456 CHF | 98,92% | 98,92% |
19/11/2024 | 1,74% | 0,64 CHF | 0,65 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 343 026 CHF | 116 342 CHF | 90,32% | 90,32% |
18/11/2024 | 2,35% | 0,42 CHF | 0,43 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 252 131 CHF | 86 044 CHF | 97,11% | 97,11% |
15/11/2024 | 2,49% | 0,40 CHF | 0,41 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 238 315 CHF | 81 438 CHF | 98,92% | 98,92% |
14/11/2024 | 2,69% | 0,38 CHF | 0,39 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 220 006 CHF | 75 335 CHF | 98,93% | 98,93% |
13/11/2024 | 2,59% | 0,37 CHF | 0,38 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 228 459 CHF | 78 153 CHF | 96,46% | 96,46% |
12/11/2024 | 2,50% | 0,38 CHF | 0,39 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 236 736 CHF | 80 912 CHF | 96,51% | 96,51% |
11/11/2024 | 2,36% | 0,41 CHF | 0,42 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 250 914 CHF | 85 638 CHF | 98,85% | 98,85% |
08/11/2024 | 2,22% | 0,44 CHF | 0,45 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 267 274 CHF | 91 091 CHF | 98,89% | 98,89% |
07/11/2024 | 2,01% | 0,48 CHF | 0,49 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 295 678 CHF | 100 559 CHF | 98,23% | 98,23% |