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 | 1,62% | 0,56 CHF | 0,57 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 368 646 CHF | 124 882 CHF | 98,84% | 98,84% |
19/11/2024 | 1,79% | 0,62 CHF | 0,63 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 332 351 CHF | 112 784 CHF | 99,20% | 99,20% |
18/11/2024 | 1,64% | 0,63 CHF | 0,64 CHF | 600 000 | 200 000 | 599 991 | 200 000 | 362 676 CHF | 122 894 CHF | 98,95% | 98,95% |
15/11/2024 | 2,71% | 0,42 CHF | 0,43 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 274 490 CHF | 93 997 CHF | 97,46% | 97,46% |
14/11/2024 | 2,03% | 0,41 CHF | 0,42 CHF | 750 000 | 250 000 | 744 602 | 248 201 | 363 854 CHF | 123 767 CHF | 96,91% | 96,91% |
13/11/2024 | 1,82% | 0,50 CHF | 0,51 CHF | 750 000 | 250 000 | 633 045 | 211 015 | 343 766 CHF | 116 699 CHF | 98,38% | 98,38% |
12/11/2024 | 1,55% | 0,59 CHF | 0,60 CHF | 600 000 | 200 000 | 606 000 | 202 000 | 391 118 CHF | 132 393 CHF | 89,71% | 89,71% |
11/11/2024 | 1,64% | 0,71 CHF | 0,72 CHF | 600 000 | 200 000 | 606 013 | 202 008 | 367 054 CHF | 124 374 CHF | 94,23% | 94,23% |
08/11/2024 | 3,32% | 0,41 CHF | 0,42 CHF | 750 000 | 250 000 | 790 951 | 263 650 | 236 931 CHF | 81 614 CHF | 92,47% | 92,47% |
07/11/2024 | 4,14% | 0,29 CHF | 0,30 CHF | 900 000 | 300 000 | 992 625 | 392 625 | 235 659 CHF | 96 924 CHF | 98,28% | 98,28% |