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 | 5,10% | 0,18 CHF | 0,19 CHF | 600 000 | 200 000 | 471 865 | 157 288 | 90 054 CHF | 31 591 CHF | 99,27% | 99,27% |
19/11/2024 | 5,13% | 0,21 CHF | 0,22 CHF | 450 000 | 150 000 | 483 688 | 161 229 | 91 650 CHF | 32 162 CHF | 85,70% | 85,70% |
18/11/2024 | 5,71% | 0,20 CHF | 0,21 CHF | 450 000 | 150 000 | 580 600 | 193 533 | 98 814 CHF | 34 873 CHF | 97,49% | 97,49% |
15/11/2024 | 5,68% | 0,16 CHF | 0,17 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 102 800 CHF | 36 267 CHF | 95,74% | 95,74% |
14/11/2024 | 6,11% | 0,18 CHF | 0,19 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 95 551 CHF | 33 850 CHF | 99,31% | 99,31% |
13/11/2024 | 6,56% | 0,15 CHF | 0,16 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 88 545 CHF | 31 515 CHF | 99,27% | 99,27% |
12/11/2024 | 6,36% | 0,17 CHF | 0,18 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 91 486 CHF | 32 495 CHF | 97,73% | 97,73% |
11/11/2024 | 5,66% | 0,14 CHF | 0,15 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 103 977 CHF | 36 659 CHF | 99,17% | 99,17% |
08/11/2024 | 4,91% | 0,19 CHF | 0,20 CHF | 600 000 | 200 000 | 588 849 | 196 283 | 117 072 CHF | 40 987 CHF | 97,48% | 97,48% |
07/11/2024 | 6,06% | 0,18 CHF | 0,19 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 96 470 CHF | 34 157 CHF | 95,93% | 95,93% |