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 | 4,14% | 0,22 CHF | 0,23 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 142 323 CHF | 49 441 CHF | 97,92% | 97,92% |
19/11/2024 | 3,89% | 0,25 CHF | 0,26 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 151 416 CHF | 52 472 CHF | 97,37% | 97,37% |
18/11/2024 | 4,27% | 0,22 CHF | 0,23 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 137 708 CHF | 47 903 CHF | 97,84% | 97,84% |
15/11/2024 | 3,71% | 0,24 CHF | 0,25 CHF | 600 000 | 200 000 | 598 515 | 199 505 | 159 101 CHF | 55 029 CHF | 98,05% | 98,05% |
14/11/2024 | 3,66% | 0,29 CHF | 0,30 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 161 547 CHF | 55 849 CHF | 95,86% | 95,86% |
13/11/2024 | 3,25% | 0,29 CHF | 0,30 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 181 635 CHF | 62 545 CHF | 98,64% | 98,64% |
12/11/2024 | 2,98% | 0,31 CHF | 0,32 CHF | 600 000 | 200 000 | 570 896 | 190 299 | 188 722 CHF | 64 810 CHF | 92,11% | 92,11% |
11/11/2024 | 2,63% | 0,37 CHF | 0,38 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 169 019 CHF | 57 840 CHF | 93,89% | 93,89% |
08/11/2024 | 2,83% | 0,33 CHF | 0,34 CHF | 600 000 | 200 000 | 547 651 | 182 550 | 190 215 CHF | 65 230 CHF | 96,92% | 96,92% |
07/11/2024 | 2,59% | 0,37 CHF | 0,38 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 171 750 CHF | 58 750 CHF | 97,05% | 97,05% |