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 | 7,37% | 0,12 CHF | 0,13 CHF | 600 000 | 200 000 | 497 205 | 165 735 | 64 885 CHF | 23 286 CHF | 99,43% | 99,43% |
19/11/2024 | 6,40% | 0,12 CHF | 0,13 CHF | 600 000 | 200 000 | 478 093 | 159 364 | 72 309 CHF | 25 697 CHF | 98,91% | 98,91% |
18/11/2024 | 6,36% | 0,15 CHF | 0,16 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 68 643 CHF | 24 381 CHF | 99,28% | 99,28% |
15/11/2024 | 7,89% | 0,14 CHF | 0,15 CHF | 600 000 | 200 000 | 587 770 | 195 923 | 71 560 CHF | 25 812 CHF | 99,39% | 99,39% |
14/11/2024 | 6,79% | 0,12 CHF | 0,13 CHF | 600 000 | 200 000 | 472 754 | 157 585 | 67 327 CHF | 24 018 CHF | 98,39% | 98,39% |
13/11/2024 | 7,05% | 0,13 CHF | 0,14 CHF | 600 000 | 200 000 | 498 686 | 166 229 | 67 982 CHF | 24 323 CHF | 99,38% | 99,38% |
12/11/2024 | 5,21% | 0,15 CHF | 0,16 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 84 599 CHF | 29 700 CHF | 96,15% | 96,15% |
11/11/2024 | 4,76% | 0,20 CHF | 0,21 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 92 572 CHF | 32 357 CHF | 98,27% | 98,27% |
08/11/2024 | 4,13% | 0,22 CHF | 0,23 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 106 891 CHF | 37 130 CHF | 93,12% | 93,12% |
07/11/2024 | 3,64% | 0,25 CHF | 0,26 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 121 761 CHF | 42 087 CHF | 98,61% | 98,61% |