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 | 5,92% | 0,16 CHF | 0,17 CHF | 300 000 | 50 000 | 320 757 | 49 947 | 52 457 CHF | 8 716 CHF | 99,05% | 99,17% |
19/11/2024 | 7,17% | 0,14 CHF | 0,15 CHF | 450 000 | 50 000 | 429 566 | 50 000 | 57 814 CHF | 7 316 CHF | 99,01% | 99,07% |
18/11/2024 | 4,85% | 0,18 CHF | 0,19 CHF | 300 000 | 50 000 | 291 075 | 50 000 | 58 874 CHF | 10 686 CHF | 99,23% | 99,23% |
15/11/2024 | 3,06% | 0,28 CHF | 0,29 CHF | 225 000 | 50 000 | 225 000 | 50 000 | 72 762 CHF | 16 669 CHF | 99,17% | 99,17% |
14/11/2024 | 2,46% | 0,40 CHF | 0,41 CHF | 225 000 | 50 000 | 225 000 | 50 000 | 90 202 CHF | 20 545 CHF | 99,15% | 99,15% |
13/11/2024 | 2,35% | 0,42 CHF | 0,43 CHF | 225 000 | 50 000 | 225 000 | 50 000 | 94 738 CHF | 21 553 CHF | 99,16% | 99,16% |
12/11/2024 | 2,26% | 0,43 CHF | 0,44 CHF | 225 000 | 50 000 | 225 000 | 50 000 | 98 462 CHF | 22 380 CHF | 99,16% | 99,16% |
11/11/2024 | 2,21% | 0,45 CHF | 0,46 CHF | 225 000 | 50 000 | 225 000 | 50 000 | 100 597 CHF | 22 855 CHF | 99,17% | 99,17% |
08/11/2024 | 2,02% | 0,45 CHF | 0,46 CHF | 225 000 | 50 000 | 225 000 | 50 000 | 110 578 CHF | 25 073 CHF | 99,16% | 99,16% |
07/11/2024 | 1,79% | 0,54 CHF | 0,55 CHF | 225 000 | 50 000 | 225 000 | 50 000 | 124 664 CHF | 28 203 CHF | 98,26% | 98,26% |