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 | 5,04% | 0,17 CHF | 0,18 CHF | 900 000 | 300 000 | 768 171 | 256 057 | 148 781 CHF | 52 154 CHF | 99,18% | 99,18% |
19/11/2024 | 4,88% | 0,19 CHF | 0,20 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 150 120 CHF | 52 540 CHF | 96,66% | 96,66% |
18/11/2024 | 5,25% | 0,20 CHF | 0,21 CHF | 750 000 | 250 000 | 782 848 | 260 949 | 145 268 CHF | 51 032 CHF | 97,33% | 97,33% |
15/11/2024 | 3,52% | 0,25 CHF | 0,26 CHF | 750 000 | 250 000 | 737 794 | 245 931 | 206 127 CHF | 71 168 CHF | 96,42% | 96,42% |
14/11/2024 | 2,91% | 0,36 CHF | 0,37 CHF | 600 000 | 200 000 | 616 072 | 205 357 | 208 808 CHF | 71 656 CHF | 99,29% | 99,29% |
13/11/2024 | 4,52% | 0,21 CHF | 0,22 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 162 123 CHF | 56 541 CHF | 98,79% | 98,79% |
12/11/2024 | 4,03% | 0,23 CHF | 0,24 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 182 560 CHF | 63 353 CHF | 99,37% | 99,37% |
11/11/2024 | 4,25% | 0,23 CHF | 0,24 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 173 095 CHF | 60 198 CHF | 99,36% | 99,36% |
08/11/2024 | 4,67% | 0,20 CHF | 0,21 CHF | 900 000 | 300 000 | 831 423 | 277 141 | 173 863 CHF | 60 726 CHF | 99,36% | 99,36% |
07/11/2024 | 4,64% | 0,22 CHF | 0,23 CHF | 750 000 | 250 000 | 869 425 | 289 808 | 183 042 CHF | 63 912 CHF | 98,64% | 98,64% |