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 | 2,12% | 0,42 CHF | 0,43 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 350 657 CHF | 119 386 CHF | 98,94% | 98,94% |
19/11/2024 | 2,37% | 0,48 CHF | 0,49 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 313 812 CHF | 107 104 CHF | 99,17% | 99,17% |
18/11/2024 | 2,15% | 0,49 CHF | 0,50 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 346 347 CHF | 117 949 CHF | 98,48% | 98,48% |
15/11/2024 | 3,86% | 0,30 CHF | 0,31 CHF | 900 000 | 300 000 | 897 039 | 299 013 | 229 733 CHF | 79 568 CHF | 97,54% | 97,54% |
14/11/2024 | 2,74% | 0,30 CHF | 0,31 CHF | 750 000 | 250 000 | 756 637 | 252 212 | 274 001 CHF | 93 856 CHF | 97,43% | 97,43% |
13/11/2024 | 2,39% | 0,37 CHF | 0,38 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 310 816 CHF | 106 105 CHF | 98,31% | 98,31% |
12/11/2024 | 1,96% | 0,46 CHF | 0,47 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 382 745 CHF | 130 082 CHF | 90,00% | 90,00% |
11/11/2024 | 2,12% | 0,57 CHF | 0,58 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 352 348 CHF | 119 949 CHF | 93,95% | 93,95% |
08/11/2024 | 4,89% | 0,30 CHF | 0,31 CHF | 900 000 | 300 000 | 979 151 | 379 151 | 199 218 CHF | 80 079 CHF | 98,76% | 98,76% |
07/11/2024 | 6,14% | 0,20 CHF | 0,21 CHF | 1 000 000 | 400 000 | 1 000 000 | 484 615 | 159 006 CHF | 81 433 CHF | 98,09% | 98,09% |