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 | 3,00% | 0,26 CHF | 0,27 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 65 645 CHF | 67 645 CHF | 95,88% | 95,88% |
19/11/2024 | 3,61% | 0,31 CHF | 0,32 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 54 586 CHF | 56 586 CHF | 99,20% | 99,20% |
18/11/2024 | 3,63% | 0,30 CHF | 0,31 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 27 034 CHF | 28 034 CHF | 95,73% | 95,73% |
15/11/2024 | 3,18% | 0,28 CHF | 0,29 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 46 523 CHF | 48 023 CHF | 95,83% | 95,83% |
14/11/2024 | 2,57% | 0,38 CHF | 0,39 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 57 698 CHF | 59 198 CHF | 95,84% | 95,84% |
13/11/2024 | 2,64% | 0,39 CHF | 0,40 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 56 119 CHF | 57 619 CHF | 99,84% | 99,84% |
12/11/2024 | 2,61% | 0,37 CHF | 0,38 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 56 652 CHF | 58 152 CHF | 99,66% | 99,66% |
11/11/2024 | 2,41% | 0,44 CHF | 0,45 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 61 471 CHF | 62 971 CHF | 95,73% | 95,73% |
08/11/2024 | 2,89% | 0,35 CHF | 0,36 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 51 194 CHF | 52 694 CHF | 99,93% | 99,93% |
07/11/2024 | 3,06% | 0,35 CHF | 0,36 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 48 444 CHF | 49 944 CHF | 95,74% | 95,74% |