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 | 8,01% | 0,21 CHF | 0,23 CHF | 240 000 | 200 000 | 212 167 | 200 000 | 50 900 CHF | 52 231 CHF | 91,86% | 91,86% |
19/11/2024 | 4,61% | 0,21 CHF | 0,22 CHF | 250 000 | 250 000 | 253 774 | 250 000 | 54 203 CHF | 56 003 CHF | 96,89% | 96,89% |
18/11/2024 | 4,87% | 0,28 CHF | 0,29 CHF | 250 000 | 250 000 | 241 621 | 241 621 | 64 505 CHF | 67 592 CHF | 93,03% | 93,03% |
15/11/2024 | 3,19% | 0,28 CHF | 0,29 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 77 340 CHF | 79 840 CHF | 98,97% | 98,97% |
14/11/2024 | 2,79% | 0,40 CHF | 0,41 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 88 979 CHF | 91 479 CHF | 98,36% | 98,36% |
13/11/2024 | 3,63% | 0,33 CHF | 0,34 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 79 943 CHF | 82 891 CHF | 97,16% | 97,16% |
12/11/2024 | 2,46% | 0,34 CHF | 0,35 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 100 553 CHF | 103 053 CHF | 97,08% | 97,08% |
11/11/2024 | 1,94% | 0,50 CHF | 0,51 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 127 683 CHF | 130 183 CHF | 99,27% | 99,27% |
08/11/2024 | 2,23% | 0,42 CHF | 0,43 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 111 032 CHF | 113 532 CHF | 96,11% | 96,11% |
07/11/2024 | 1,97% | 0,53 CHF | 0,54 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 137 811 CHF | 140 540 CHF | 92,48% | 92,48% |