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 | 9,83% | 0,14 CHF | 0,15 CHF | 900 000 | 300 000 | 975 390 | 375 390 | 95 950 CHF | 40 262 CHF | 98,19% | 98,19% |
19/11/2024 | 9,80% | 0,09 CHF | 0,10 CHF | 1 000 000 | 400 000 | 956 565 | 356 565 | 93 006 CHF | 38 116 CHF | 98,85% | 98,85% |
18/11/2024 | 8,65% | 0,11 CHF | 0,12 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 99 699 CHF | 36 233 CHF | 98,96% | 98,96% |
15/11/2024 | 7,54% | 0,12 CHF | 0,13 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 115 045 CHF | 41 348 CHF | 98,48% | 98,48% |
14/11/2024 | 7,37% | 0,16 CHF | 0,17 CHF | 750 000 | 250 000 | 889 293 | 296 431 | 116 610 CHF | 41 834 CHF | 98,22% | 98,22% |
13/11/2024 | 7,56% | 0,13 CHF | 0,14 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 114 797 CHF | 41 266 CHF | 98,40% | 98,40% |
12/11/2024 | 6,40% | 0,14 CHF | 0,15 CHF | 900 000 | 300 000 | 840 219 | 280 073 | 127 117 CHF | 45 173 CHF | 98,99% | 98,99% |
11/11/2024 | 6,30% | 0,18 CHF | 0,19 CHF | 750 000 | 250 000 | 833 829 | 277 943 | 128 579 CHF | 45 639 CHF | 98,87% | 98,87% |
08/11/2024 | 4,58% | 0,17 CHF | 0,18 CHF | 750 000 | 250 000 | 814 625 | 271 542 | 179 266 CHF | 62 471 CHF | 98,78% | 98,78% |
07/11/2024 | 3,38% | 0,32 CHF | 0,33 CHF | 750 000 | 250 000 | 823 342 | 274 447 | 239 155 CHF | 82 463 CHF | 97,55% | 97,55% |