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 | 1,84% | 0,55 CHF | 0,56 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 322 867 CHF | 109 622 CHF | 98,92% | 98,92% |
19/11/2024 | 2,17% | 0,52 CHF | 0,53 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 274 664 CHF | 93 555 CHF | 90,32% | 90,32% |
18/11/2024 | 3,22% | 0,31 CHF | 0,32 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 183 537 CHF | 63 179 CHF | 97,09% | 97,09% |
15/11/2024 | 3,48% | 0,28 CHF | 0,30 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 169 475 CHF | 58 492 CHF | 98,92% | 98,92% |
14/11/2024 | 3,89% | 0,26 CHF | 0,27 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 151 368 CHF | 52 456 CHF | 98,94% | 98,94% |
13/11/2024 | 3,69% | 0,26 CHF | 0,27 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 159 821 CHF | 55 274 CHF | 96,45% | 96,45% |
12/11/2024 | 3,51% | 0,27 CHF | 0,28 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 168 057 CHF | 58 019 CHF | 96,52% | 96,52% |
11/11/2024 | 3,24% | 0,29 CHF | 0,30 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 182 170 CHF | 62 723 CHF | 98,85% | 98,85% |
08/11/2024 | 2,98% | 0,32 CHF | 0,33 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 198 482 CHF | 68 161 CHF | 98,89% | 98,89% |
07/11/2024 | 2,62% | 0,37 CHF | 0,38 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 226 608 CHF | 77 536 CHF | 98,24% | 98,24% |