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 | 3,76% | 0,26 CHF | 0,27 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 117 639 CHF | 40 713 CHF | 99,09% | 99,09% |
19/11/2024 | 3,90% | 0,26 CHF | 0,27 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 113 223 CHF | 39 241 CHF | 99,16% | 99,16% |
18/11/2024 | 4,23% | 0,24 CHF | 0,25 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 104 054 CHF | 36 185 CHF | 99,36% | 99,36% |
15/11/2024 | 5,07% | 0,23 CHF | 0,24 CHF | 450 000 | 150 000 | 551 339 | 183 780 | 105 750 CHF | 37 088 CHF | 99,39% | 99,39% |
14/11/2024 | 5,20% | 0,20 CHF | 0,21 CHF | 450 000 | 150 000 | 579 804 | 193 268 | 108 486 CHF | 38 095 CHF | 97,61% | 97,61% |
13/11/2024 | 5,63% | 0,17 CHF | 0,18 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 103 632 CHF | 36 544 CHF | 99,02% | 99,02% |
12/11/2024 | 5,46% | 0,18 CHF | 0,19 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 106 882 CHF | 37 627 CHF | 92,63% | 92,63% |
11/11/2024 | 4,88% | 0,20 CHF | 0,21 CHF | 600 000 | 200 000 | 473 124 | 157 708 | 94 432 CHF | 33 054 CHF | 98,54% | 98,54% |
08/11/2024 | 6,95% | 0,18 CHF | 0,19 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 84 190 CHF | 30 063 CHF | 93,13% | 93,13% |
07/11/2024 | 8,53% | 0,13 CHF | 0,14 CHF | 600 000 | 200 000 | 673 538 | 224 513 | 75 522 CHF | 27 419 CHF | 98,58% | 98,58% |