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 | 3,34% | 0,28 CHF | 0,29 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 176 721 CHF | 60 907 CHF | 99,17% | 99,17% |
19/11/2024 | 3,51% | 0,27 CHF | 0,28 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 167 966 CHF | 57 989 CHF | 99,00% | 99,00% |
18/11/2024 | 3,61% | 0,29 CHF | 0,30 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 163 264 CHF | 56 421 CHF | 98,83% | 98,83% |
15/11/2024 | 3,16% | 0,28 CHF | 0,29 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 187 237 CHF | 64 412 CHF | 99,24% | 99,24% |
14/11/2024 | 2,58% | 0,36 CHF | 0,37 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 229 925 CHF | 78 642 CHF | 97,47% | 97,47% |
13/11/2024 | 2,27% | 0,38 CHF | 0,39 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 262 014 CHF | 89 338 CHF | 99,19% | 99,19% |
12/11/2024 | 1,95% | 0,43 CHF | 0,44 CHF | 600 000 | 200 000 | 483 159 | 161 053 | 244 452 CHF | 83 095 CHF | 97,02% | 97,02% |
11/11/2024 | 1,57% | 0,57 CHF | 0,58 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 284 468 CHF | 96 323 CHF | 99,29% | 99,29% |
08/11/2024 | 1,44% | 0,70 CHF | 0,71 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 311 028 CHF | 105 176 CHF | 98,21% | 98,21% |
07/11/2024 | 1,40% | 0,71 CHF | 0,72 CHF | 450 000 | 150 000 | 513 084 | 171 028 | 363 856 CHF | 122 996 CHF | 98,53% | 98,53% |