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 | 3,90% | 0,22 CHF | 0,23 CHF | 600 000 | 200 000 | 471 073 | 157 024 | 118 270 CHF | 40 994 CHF | 98,94% | 98,94% |
19/11/2024 | 4,03% | 0,25 CHF | 0,26 CHF | 450 000 | 150 000 | 487 719 | 162 573 | 118 514 CHF | 41 131 CHF | 95,78% | 95,78% |
18/11/2024 | 2,56% | 0,35 CHF | 0,36 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 173 935 CHF | 59 478 CHF | 96,94% | 96,94% |
15/11/2024 | 2,22% | 0,44 CHF | 0,45 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 200 396 CHF | 68 299 CHF | 94,98% | 94,98% |
14/11/2024 | 1,91% | 0,46 CHF | 0,47 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 235 137 CHF | 79 879 CHF | 98,43% | 98,43% |
13/11/2024 | 3,47% | 0,29 CHF | 0,30 CHF | 450 000 | 150 000 | 484 282 | 161 427 | 137 079 CHF | 47 307 CHF | 98,30% | 98,30% |
12/11/2024 | 2,84% | 0,27 CHF | 0,28 CHF | 450 000 | 150 000 | 450 692 | 150 231 | 156 964 CHF | 53 824 CHF | 98,40% | 98,40% |
11/11/2024 | 2,25% | 0,43 CHF | 0,44 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 197 740 CHF | 67 413 CHF | 98,70% | 98,70% |
08/11/2024 | 2,48% | 0,37 CHF | 0,38 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 180 227 CHF | 61 576 CHF | 97,70% | 97,70% |
07/11/2024 | 2,26% | 0,48 CHF | 0,49 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 197 764 CHF | 67 421 CHF | 98,11% | 98,11% |