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 | 4,97% | 0,17 CHF | 0,18 CHF | 600 000 | 200 000 | 532 037 | 177 346 | 104 303 CHF | 36 541 CHF | 97,98% | 97,98% |
19/11/2024 | 5,57% | 0,17 CHF | 0,18 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 104 967 CHF | 36 989 CHF | 97,30% | 97,30% |
18/11/2024 | 5,10% | 0,20 CHF | 0,21 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 114 802 CHF | 40 267 CHF | 98,72% | 98,72% |
15/11/2024 | 4,17% | 0,19 CHF | 0,20 CHF | 600 000 | 200 000 | 476 449 | 158 816 | 111 706 CHF | 38 824 CHF | 98,17% | 98,17% |
14/11/2024 | 3,83% | 0,26 CHF | 0,27 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 115 190 CHF | 39 897 CHF | 96,59% | 96,59% |
13/11/2024 | 4,27% | 0,22 CHF | 0,23 CHF | 450 000 | 150 000 | 465 513 | 155 171 | 106 664 CHF | 37 106 CHF | 97,20% | 97,20% |
12/11/2024 | 4,79% | 0,22 CHF | 0,23 CHF | 450 000 | 150 000 | 592 176 | 197 392 | 120 547 CHF | 42 156 CHF | 96,81% | 96,81% |
11/11/2024 | 4,19% | 0,20 CHF | 0,21 CHF | 600 000 | 200 000 | 454 646 | 151 549 | 106 149 CHF | 36 899 CHF | 97,75% | 97,75% |
08/11/2024 | 3,87% | 0,24 CHF | 0,25 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 114 212 CHF | 39 571 CHF | 91,39% | 91,39% |
07/11/2024 | 4,20% | 0,26 CHF | 0,27 CHF | 450 000 | 150 000 | 598 603 | 199 534 | 139 651 CHF | 48 546 CHF | 98,49% | 98,49% |