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 | 3,40% | 0,28 CHF | 0,29 CHF | 450 000 | 150 000 | 450 347 | 150 116 | 130 513 CHF | 45 006 CHF | 99,35% | 99,35% |
19/11/2024 | 3,70% | 0,27 CHF | 0,28 CHF | 450 000 | 150 000 | 539 221 | 179 740 | 142 747 CHF | 49 380 CHF | 96,70% | 96,70% |
18/11/2024 | 3,48% | 0,30 CHF | 0,31 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 127 274 CHF | 43 925 CHF | 96,38% | 96,38% |
15/11/2024 | 3,84% | 0,26 CHF | 0,27 CHF | 450 000 | 150 000 | 487 268 | 162 423 | 124 203 CHF | 43 025 CHF | 96,50% | 96,50% |
14/11/2024 | 4,25% | 0,24 CHF | 0,25 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 138 545 CHF | 48 182 CHF | 99,30% | 99,30% |
13/11/2024 | 4,65% | 0,21 CHF | 0,22 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 126 431 CHF | 44 144 CHF | 98,95% | 98,95% |
12/11/2024 | 4,14% | 0,20 CHF | 0,21 CHF | 600 000 | 200 000 | 570 522 | 190 174 | 135 013 CHF | 46 906 CHF | 99,38% | 99,38% |
11/11/2024 | 3,30% | 0,29 CHF | 0,30 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 134 322 CHF | 46 274 CHF | 99,27% | 99,27% |
08/11/2024 | 3,54% | 0,27 CHF | 0,28 CHF | 450 000 | 150 000 | 466 716 | 155 572 | 129 692 CHF | 44 786 CHF | 99,36% | 99,36% |
07/11/2024 | 3,27% | 0,29 CHF | 0,30 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 136 158 CHF | 46 886 CHF | 98,65% | 98,65% |