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 | 75 000 | 600 000 | 75 000 | 177 293 CHF | 22 912 CHF | 99,17% | 99,17% |
19/11/2024 | 3,10% | 0,32 CHF | 0,33 CHF | 600 000 | 75 000 | 600 000 | 75 000 | 191 156 CHF | 24 645 CHF | 99,16% | 99,16% |
18/11/2024 | 3,29% | 0,32 CHF | 0,33 CHF | 600 000 | 75 000 | 600 000 | 75 000 | 179 305 CHF | 23 163 CHF | 99,23% | 99,23% |
15/11/2024 | 3,67% | 0,28 CHF | 0,29 CHF | 600 000 | 75 000 | 600 000 | 75 000 | 160 741 CHF | 20 843 CHF | 99,17% | 99,17% |
14/11/2024 | 3,51% | 0,28 CHF | 0,29 CHF | 600 000 | 75 000 | 600 000 | 75 000 | 168 315 CHF | 21 789 CHF | 99,16% | 99,16% |
13/11/2024 | 4,64% | 0,20 CHF | 0,21 CHF | 750 000 | 75 000 | 627 483 | 75 000 | 131 867 CHF | 16 566 CHF | 99,16% | 99,16% |
12/11/2024 | 4,27% | 0,22 CHF | 0,23 CHF | 600 000 | 75 000 | 601 343 | 75 000 | 138 220 CHF | 17 994 CHF | 99,16% | 99,16% |
11/11/2024 | 2,80% | 0,29 CHF | 0,30 CHF | 600 000 | 75 000 | 600 000 | 75 000 | 213 923 CHF | 27 490 CHF | 99,17% | 99,17% |
08/11/2024 | 2,37% | 0,40 CHF | 0,41 CHF | 600 000 | 75 000 | 600 000 | 75 000 | 251 176 CHF | 32 147 CHF | 99,17% | 99,17% |
07/11/2024 | 2,34% | 0,42 CHF | 0,43 CHF | 600 000 | 75 000 | 600 000 | 75 000 | 254 192 CHF | 32 524 CHF | 98,27% | 98,27% |