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 | 4,14% | 0,59 CHF | 0,61 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 127 840 CHF | 133 275 CHF | 91,86% | 91,86% |
19/11/2024 | 1,81% | 0,59 CHF | 0,60 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 147 773 CHF | 150 490 CHF | 96,92% | 96,92% |
18/11/2024 | 2,33% | 0,69 CHF | 0,71 CHF | 250 000 | 250 000 | 241 620 | 241 620 | 161 103 CHF | 164 793 CHF | 93,03% | 93,03% |
15/11/2024 | 2,60% | 0,67 CHF | 0,68 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 180 230 CHF | 184 983 CHF | 98,97% | 98,97% |
14/11/2024 | 2,54% | 0,84 CHF | 0,86 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 195 129 CHF | 200 129 CHF | 98,36% | 98,36% |
13/11/2024 | 2,83% | 0,75 CHF | 0,77 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 183 066 CHF | 188 322 CHF | 97,17% | 97,17% |
12/11/2024 | 2,36% | 0,75 CHF | 0,77 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 209 590 CHF | 214 590 CHF | 98,69% | 98,69% |
11/11/2024 | 2,05% | 0,96 CHF | 0,98 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 241 469 CHF | 246 469 CHF | 99,27% | 99,27% |
08/11/2024 | 2,24% | 0,86 CHF | 0,88 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 220 635 CHF | 225 635 CHF | 96,11% | 96,11% |
07/11/2024 | 2,07% | 0,98 CHF | 1,00 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 250 914 CHF | 256 144 CHF | 92,18% | 92,18% |