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 | 4,04% | 0,23 CHF | 0,24 CHF | 450 000 | 150 000 | 409 540 | 136 513 | 99 118 CHF | 34 404 CHF | 99,37% | 99,37% |
19/11/2024 | 4,08% | 0,23 CHF | 0,24 CHF | 450 000 | 150 000 | 428 075 | 142 692 | 102 522 CHF | 35 601 CHF | 99,37% | 99,37% |
18/11/2024 | 3,78% | 0,26 CHF | 0,27 CHF | 300 000 | 100 000 | 344 125 | 114 708 | 88 987 CHF | 30 809 CHF | 99,22% | 99,22% |
15/11/2024 | 3,35% | 0,30 CHF | 0,31 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 88 385 CHF | 30 462 CHF | 98,94% | 98,94% |
14/11/2024 | 3,57% | 0,29 CHF | 0,30 CHF | 300 000 | 100 000 | 357 928 | 119 309 | 98 060 CHF | 33 880 CHF | 99,36% | 99,36% |
13/11/2024 | 3,46% | 0,27 CHF | 0,28 CHF | 450 000 | 150 000 | 366 235 | 122 078 | 103 478 CHF | 35 713 CHF | 99,37% | 99,37% |
12/11/2024 | 3,37% | 0,29 CHF | 0,30 CHF | 300 000 | 100 000 | 347 204 | 115 735 | 100 712 CHF | 34 728 CHF | 99,37% | 99,37% |
11/11/2024 | 3,16% | 0,31 CHF | 0,32 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 93 690 CHF | 32 230 CHF | 99,37% | 99,37% |
08/11/2024 | 3,23% | 0,32 CHF | 0,33 CHF | 300 000 | 100 000 | 349 237 | 116 412 | 105 752 CHF | 36 415 CHF | 99,37% | 99,37% |
07/11/2024 | 3,16% | 0,32 CHF | 0,33 CHF | 300 000 | 100 000 | 348 475 | 116 158 | 107 798 CHF | 37 094 CHF | 99,28% | 99,28% |