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 | 4,40% | 0,20 CHF | 0,21 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 167 175 CHF | 58 225 CHF | 97,85% | 97,85% |
19/11/2024 | 4,59% | 0,21 CHF | 0,22 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 159 914 CHF | 55 805 CHF | 97,70% | 97,70% |
18/11/2024 | 4,94% | 0,23 CHF | 0,24 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 149 234 CHF | 52 245 CHF | 98,90% | 98,90% |
15/11/2024 | 4,84% | 0,18 CHF | 0,19 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 151 519 CHF | 53 006 CHF | 98,18% | 98,18% |
14/11/2024 | 3,97% | 0,23 CHF | 0,24 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 185 525 CHF | 64 342 CHF | 95,40% | 95,40% |
13/11/2024 | 3,47% | 0,27 CHF | 0,28 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 212 807 CHF | 73 436 CHF | 97,52% | 97,52% |
12/11/2024 | 3,02% | 0,30 CHF | 0,31 CHF | 750 000 | 250 000 | 686 743 | 228 914 | 223 845 CHF | 76 904 CHF | 97,90% | 97,90% |
11/11/2024 | 2,84% | 0,34 CHF | 0,35 CHF | 600 000 | 200 000 | 610 075 | 203 358 | 211 660 CHF | 72 587 CHF | 98,00% | 98,00% |
08/11/2024 | 2,59% | 0,38 CHF | 0,39 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 228 519 CHF | 78 173 CHF | 97,82% | 97,82% |
07/11/2024 | 2,89% | 0,36 CHF | 0,37 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 256 333 CHF | 87 944 CHF | 97,26% | 97,26% |