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 | 7,22% | 0,11 CHF | 0,12 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 100 847 CHF | 36 116 CHF | 99,16% | 99,16% |
19/11/2024 | 7,99% | 0,13 CHF | 0,14 CHF | 750 000 | 250 000 | 762 091 | 254 030 | 91 634 CHF | 33 085 CHF | 99,17% | 99,17% |
18/11/2024 | 6,99% | 0,14 CHF | 0,15 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 103 571 CHF | 37 024 CHF | 99,22% | 99,22% |
15/11/2024 | 7,58% | 0,11 CHF | 0,12 CHF | 900 000 | 300 000 | 771 792 | 257 264 | 98 268 CHF | 35 329 CHF | 99,16% | 99,16% |
14/11/2024 | 6,68% | 0,15 CHF | 0,16 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 108 690 CHF | 38 730 CHF | 99,15% | 99,15% |
13/11/2024 | 6,87% | 0,13 CHF | 0,14 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 105 950 CHF | 37 817 CHF | 99,16% | 99,16% |
12/11/2024 | 5,60% | 0,16 CHF | 0,17 CHF | 750 000 | 250 000 | 623 438 | 207 813 | 108 119 CHF | 38 118 CHF | 99,15% | 99,15% |
11/11/2024 | 4,74% | 0,21 CHF | 0,22 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 123 780 CHF | 43 260 CHF | 99,16% | 99,16% |
08/11/2024 | 5,77% | 0,17 CHF | 0,18 CHF | 600 000 | 200 000 | 645 082 | 215 027 | 108 323 CHF | 38 258 CHF | 99,16% | 99,16% |
07/11/2024 | 5,55% | 0,15 CHF | 0,16 CHF | 750 000 | 250 000 | 636 717 | 212 239 | 111 529 CHF | 39 299 CHF | 98,18% | 98,18% |