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 | 3,75% | 0,23 CHF | 0,24 CHF | 450 000 | 150 000 | 331 830 | 110 610 | 86 374 CHF | 29 898 CHF | 99,32% | 99,32% |
19/11/2024 | 4,51% | 0,22 CHF | 0,23 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 97 571 CHF | 34 024 CHF | 96,68% | 96,68% |
18/11/2024 | 4,40% | 0,24 CHF | 0,25 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 100 013 CHF | 34 838 CHF | 97,56% | 97,56% |
15/11/2024 | 3,76% | 0,22 CHF | 0,23 CHF | 450 000 | 150 000 | 432 548 | 144 183 | 113 079 CHF | 39 135 CHF | 96,33% | 96,33% |
14/11/2024 | 3,24% | 0,28 CHF | 0,29 CHF | 300 000 | 100 000 | 300 934 | 100 311 | 91 455 CHF | 31 488 CHF | 99,33% | 99,33% |
13/11/2024 | 3,11% | 0,31 CHF | 0,32 CHF | 300 000 | 100 000 | 300 123 | 100 041 | 95 094 CHF | 32 698 CHF | 98,75% | 98,75% |
12/11/2024 | 2,90% | 0,34 CHF | 0,35 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 102 088 CHF | 35 029 CHF | 99,37% | 99,37% |
11/11/2024 | 2,64% | 0,35 CHF | 0,36 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 112 119 CHF | 38 373 CHF | 99,33% | 99,33% |
08/11/2024 | 2,66% | 0,38 CHF | 0,39 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 111 455 CHF | 38 152 CHF | 99,30% | 99,30% |
07/11/2024 | 2,59% | 0,37 CHF | 0,38 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 114 454 CHF | 39 151 CHF | 98,65% | 98,65% |