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 | 2,82% | 0,29 CHF | 0,30 CHF | 450 000 | 150 000 | 321 954 | 107 318 | 111 991 CHF | 38 404 CHF | 99,27% | 99,27% |
19/11/2024 | 3,57% | 0,32 CHF | 0,33 CHF | 300 000 | 100 000 | 434 763 | 144 921 | 119 363 CHF | 41 237 CHF | 88,73% | 88,73% |
18/11/2024 | 3,85% | 0,28 CHF | 0,29 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 114 762 CHF | 39 754 CHF | 97,53% | 97,53% |
15/11/2024 | 3,59% | 0,22 CHF | 0,23 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 123 633 CHF | 42 711 CHF | 96,37% | 96,37% |
14/11/2024 | 2,54% | 0,31 CHF | 0,32 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 117 187 CHF | 40 062 CHF | 99,22% | 99,22% |
13/11/2024 | 2,18% | 0,41 CHF | 0,42 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 136 659 CHF | 46 553 CHF | 99,19% | 99,19% |
12/11/2024 | 2,27% | 0,43 CHF | 0,44 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 130 716 CHF | 44 572 CHF | 99,26% | 99,26% |
11/11/2024 | 2,46% | 0,43 CHF | 0,44 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 120 596 CHF | 41 199 CHF | 98,02% | 98,02% |
08/11/2024 | 2,28% | 0,40 CHF | 0,41 CHF | 300 000 | 100 000 | 299 837 | 100 000 | 130 089 CHF | 44 386 CHF | 99,22% | 99,22% |
07/11/2024 | 2,57% | 0,42 CHF | 0,43 CHF | 300 000 | 100 000 | 367 646 | 122 549 | 140 677 CHF | 48 118 CHF | 98,66% | 98,66% |