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 | 4,41% | 0,23 CHF | 0,24 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 66 599 CHF | 69 599 CHF | 99,49% | 99,49% |
19/11/2024 | 4,20% | 0,23 CHF | 0,24 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 116 519 CHF | 121 519 CHF | 97,55% | 97,55% |
18/11/2024 | 4,48% | 0,22 CHF | 0,23 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 109 154 CHF | 114 154 CHF | 99,40% | 99,40% |
15/11/2024 | 4,37% | 0,22 CHF | 0,23 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 67 163 CHF | 70 163 CHF | 98,86% | 98,86% |
14/11/2024 | 4,17% | 0,23 CHF | 0,24 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 70 509 CHF | 73 509 CHF | 99,50% | 99,50% |
13/11/2024 | 4,01% | 0,26 CHF | 0,27 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 73 345 CHF | 76 345 CHF | 66,81% | 66,81% |
12/11/2024 | 4,26% | 0,24 CHF | 0,25 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 114 887 CHF | 119 887 CHF | 99,57% | 99,57% |
11/11/2024 | 4,17% | 0,22 CHF | 0,23 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 70 554 CHF | 73 554 CHF | 94,72% | 94,72% |
08/11/2024 | 3,81% | 0,26 CHF | 0,27 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 77 223 CHF | 80 223 CHF | 91,95% | 91,95% |
07/11/2024 | 4,36% | 0,23 CHF | 0,24 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 112 281 CHF | 117 281 CHF | 99,53% | 99,53% |