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 | 3,00% | 0,31 CHF | 0,32 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 82 284 CHF | 84 784 CHF | 97,86% | 97,86% |
19/11/2024 | 3,25% | 0,30 CHF | 0,31 CHF | 250 000 | 250 000 | 250 786 | 250 786 | 76 124 CHF | 78 632 CHF | 99,97% | 99,97% |
18/11/2024 | 2,88% | 0,35 CHF | 0,36 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 85 510 CHF | 88 010 CHF | 98,77% | 98,77% |
15/11/2024 | 2,68% | 0,34 CHF | 0,35 CHF | 250 000 | 250 000 | 249 411 | 249 411 | 91 884 CHF | 94 378 CHF | 100,00% | 100,00% |
14/11/2024 | 2,48% | 0,43 CHF | 0,44 CHF | 225 000 | 225 000 | 238 968 | 238 969 | 95 008 CHF | 97 399 CHF | 98,26% | 98,26% |
13/11/2024 | 2,64% | 0,38 CHF | 0,39 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 93 479 CHF | 95 979 CHF | 99,60% | 99,60% |
12/11/2024 | 2,32% | 0,38 CHF | 0,39 CHF | 250 000 | 250 000 | 232 024 | 232 024 | 99 059 CHF | 101 379 CHF | 100,00% | 100,00% |
11/11/2024 | 2,02% | 0,49 CHF | 0,50 CHF | 400 000 | 400 000 | 400 000 | 400 000 | 196 427 CHF | 200 427 CHF | 100,00% | 100,00% |
08/11/2024 | 2,22% | 0,44 CHF | 0,45 CHF | 400 000 | 400 000 | 400 000 | 400 000 | 178 472 CHF | 182 472 CHF | 84,81% | 84,81% |
07/11/2024 | 1,95% | 0,50 CHF | 0,51 CHF | 400 000 | 400 000 | 400 000 | 400 000 | 203 515 CHF | 207 515 CHF | 100,00% | 100,00% |