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 | 2,60% | 0,41 CHF | 0,42 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 228 283 CHF | 78 095 CHF | 99,37% | 99,37% |
19/11/2024 | 2,52% | 0,36 CHF | 0,37 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 236 078 CHF | 80 693 CHF | 96,72% | 96,72% |
18/11/2024 | 2,18% | 0,43 CHF | 0,44 CHF | 600 000 | 200 000 | 595 349 | 198 450 | 270 059 CHF | 92 004 CHF | 97,67% | 97,67% |
15/11/2024 | 3,18% | 0,42 CHF | 0,43 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 189 263 CHF | 65 088 CHF | 96,50% | 96,50% |
14/11/2024 | 3,18% | 0,35 CHF | 0,36 CHF | 600 000 | 200 000 | 669 318 | 223 106 | 215 034 CHF | 73 909 CHF | 92,95% | 92,95% |
13/11/2024 | 4,91% | 0,20 CHF | 0,21 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 178 727 CHF | 62 576 CHF | 98,98% | 98,98% |
12/11/2024 | 5,29% | 0,18 CHF | 0,19 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 165 614 CHF | 58 205 CHF | 99,37% | 99,37% |
11/11/2024 | 5,93% | 0,17 CHF | 0,18 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 147 518 CHF | 52 173 CHF | 99,14% | 99,14% |
08/11/2024 | 6,15% | 0,15 CHF | 0,16 CHF | 1 000 000 | 400 000 | 915 184 | 315 184 | 144 203 CHF | 52 719 CHF | 98,88% | 98,88% |
07/11/2024 | 5,74% | 0,17 CHF | 0,18 CHF | 900 000 | 300 000 | 908 391 | 308 391 | 153 564 CHF | 55 170 CHF | 97,31% | 97,31% |