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 | 5,61% | 0,22 CHF | 0,23 CHF | 600 000 | 200 000 | 714 004 | 238 001 | 123 927 CHF | 43 689 CHF | 97,98% | 97,98% |
19/11/2024 | 4,75% | 0,21 CHF | 0,22 CHF | 600 000 | 200 000 | 617 767 | 205 922 | 128 511 CHF | 44 896 CHF | 96,48% | 96,48% |
18/11/2024 | 5,89% | 0,15 CHF | 0,16 CHF | 750 000 | 250 000 | 748 415 | 249 472 | 123 839 CHF | 43 775 CHF | 96,85% | 96,85% |
15/11/2024 | 6,75% | 0,16 CHF | 0,17 CHF | 750 000 | 250 000 | 826 010 | 275 337 | 118 195 CHF | 42 152 CHF | 96,04% | 96,04% |
14/11/2024 | 6,65% | 0,13 CHF | 0,14 CHF | 900 000 | 300 000 | 810 509 | 270 170 | 117 978 CHF | 42 028 CHF | 98,70% | 98,70% |
13/11/2024 | 4,31% | 0,23 CHF | 0,24 CHF | 600 000 | 200 000 | 599 810 | 199 937 | 137 390 CHF | 47 796 CHF | 98,98% | 98,98% |
12/11/2024 | 6,18% | 0,22 CHF | 0,23 CHF | 600 000 | 200 000 | 755 642 | 251 881 | 118 757 CHF | 42 105 CHF | 98,56% | 98,56% |
11/11/2024 | 8,35% | 0,12 CHF | 0,13 CHF | 900 000 | 300 000 | 976 314 | 376 314 | 112 147 CHF | 46 899 CHF | 97,86% | 97,86% |
08/11/2024 | 6,24% | 0,17 CHF | 0,18 CHF | 750 000 | 250 000 | 790 268 | 263 423 | 123 077 CHF | 43 660 CHF | 98,78% | 98,78% |
07/11/2024 | 6,30% | 0,13 CHF | 0,14 CHF | 900 000 | 300 000 | 867 829 | 292 314 | 134 482 CHF | 48 115 CHF | 98,23% | 98,23% |