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 | 3,33% | 0,30 CHF | 0,31 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 177 285 CHF | 61 095 CHF | 99,08% | 99,08% |
19/11/2024 | 3,30% | 0,30 CHF | 0,31 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 178 683 CHF | 61 561 CHF | 96,67% | 96,67% |
18/11/2024 | 2,90% | 0,33 CHF | 0,34 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 204 311 CHF | 70 104 CHF | 97,56% | 97,56% |
15/11/2024 | 2,45% | 0,32 CHF | 0,33 CHF | 600 000 | 200 000 | 597 575 | 199 192 | 245 433 CHF | 83 803 CHF | 96,23% | 96,23% |
14/11/2024 | 2,41% | 0,41 CHF | 0,42 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 246 491 CHF | 84 164 CHF | 99,37% | 99,37% |
13/11/2024 | 2,12% | 0,43 CHF | 0,44 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 280 589 CHF | 95 530 CHF | 94,59% | 94,59% |
12/11/2024 | 2,12% | 0,44 CHF | 0,45 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 279 547 CHF | 95 182 CHF | 99,34% | 99,34% |
11/11/2024 | 1,71% | 0,55 CHF | 0,56 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 261 544 CHF | 88 681 CHF | 99,33% | 99,33% |
08/11/2024 | 1,70% | 0,51 CHF | 0,52 CHF | 600 000 | 200 000 | 459 082 | 153 027 | 267 208 CHF | 90 600 CHF | 99,30% | 99,30% |
07/11/2024 | 1,47% | 0,70 CHF | 0,71 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 303 927 CHF | 102 809 CHF | 98,73% | 98,73% |