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 | 8,89% | 0,09 CHF | 0,10 CHF | 750 000 | 250 000 | 753 194 | 251 065 | 81 447 CHF | 29 660 CHF | 98,94% | 98,94% |
19/11/2024 | 9,26% | 0,11 CHF | 0,12 CHF | 750 000 | 250 000 | 749 073 | 249 691 | 77 444 CHF | 28 312 CHF | 95,77% | 95,77% |
18/11/2024 | 4,88% | 0,17 CHF | 0,18 CHF | 600 000 | 200 000 | 585 094 | 195 031 | 116 996 CHF | 40 949 CHF | 97,05% | 97,05% |
15/11/2024 | 3,88% | 0,24 CHF | 0,25 CHF | 450 000 | 150 000 | 463 346 | 154 449 | 117 248 CHF | 40 627 CHF | 94,80% | 94,80% |
14/11/2024 | 3,05% | 0,27 CHF | 0,28 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 146 768 CHF | 50 423 CHF | 98,16% | 98,16% |
13/11/2024 | 6,75% | 0,15 CHF | 0,16 CHF | 750 000 | 250 000 | 740 256 | 246 752 | 106 330 CHF | 37 911 CHF | 98,28% | 98,28% |
12/11/2024 | 5,24% | 0,14 CHF | 0,15 CHF | 750 000 | 250 000 | 613 963 | 204 654 | 114 502 CHF | 40 214 CHF | 98,38% | 98,38% |
11/11/2024 | 3,80% | 0,25 CHF | 0,26 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 155 217 CHF | 53 739 CHF | 98,74% | 98,74% |
08/11/2024 | 4,29% | 0,21 CHF | 0,22 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 137 860 CHF | 47 953 CHF | 97,69% | 97,69% |
07/11/2024 | 3,75% | 0,29 CHF | 0,30 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 157 898 CHF | 54 633 CHF | 98,16% | 98,16% |